+40.1%
AA vs INVH
+75.4%
-35.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -3.4% | -3.0% | -0.4% | -1.7% |
| 30D | -5.8% | -7.5% | +1.7% | -1.7% |
| 3M | -29.9% | -5.5% | -24.4% | -28.1% |
| 6M | -27.0% | +11.7% | -38.7% | -32.7% |
| YTD | -8.7% | +1.3% | -10.0% | -11.7% |
| 1Y | +50.6% | -6.1% | +56.7% | +51.9% |
| 3Y | +74.1% | -9.8% | +83.8% | +78.4% |
| 5Y | +2.6% | -19.7% | +22.3% | +11.7% |
| All | +40.1% | +75.4% | -35.3% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 10y: compounded portfolio wealth divided by compounded INVH 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…
10y analysis · Full analysis span regression · 6 months rolling