+47.2%
AA vs INVH
+79.4%
-32.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -0.6% | -2.3% | +1.7% | +0.7% |
| 30D | -1.6% | -5.7% | +4.2% | +1.5% |
| 3M | -29.8% | -4.5% | -25.3% | -28.5% |
| 6M | -16.6% | +11.0% | -27.6% | -22.9% |
| YTD | -4.0% | +3.7% | -7.7% | -8.4% |
| 1Y | +63.5% | -2.8% | +66.4% | +61.7% |
| 3Y | +86.8% | -7.1% | +93.9% | +88.2% |
| 5Y | +12.4% | -19.4% | +31.8% | +22.1% |
| All | +47.2% | +79.4% | -32.2% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling