-40.7%
INTU vs AON
-3.6%
-37.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.9% | -3.3% |
| 7D | -7.5% | -3.2% | -4.3% | -6.4% |
| 30D | -1.9% | -11.9% | +9.9% | +2.7% |
| 3M | +4.9% | -2.9% | +7.7% | +6.1% |
| 6M | -33.2% | -6.8% | -26.4% | -31.7% |
| YTD | -51.4% | -10.1% | -41.3% | -49.8% |
| 1Y | -52.0% | -14.2% | -37.8% | -49.9% |
| 3Y | -40.7% | -3.3% | -37.4% | -38.0% |
| All | -40.7% | -3.6% | -37.0% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling