-69.4%
AAL vs INVH
+75.4%
-144.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -0.9% | -3.0% | +2.1% | +0.8% |
| 30D | -12.9% | -7.5% | -5.3% | -8.9% |
| 3M | -11.2% | -5.5% | -5.7% | -8.3% |
| 6M | +17.8% | +11.7% | +6.1% | +10.5% |
| YTD | -15.1% | +1.3% | -16.5% | -16.2% |
| 1Y | +0.5% | -6.1% | +6.5% | +3.3% |
| 3Y | -7.7% | -9.8% | +2.1% | -4.5% |
| 5Y | -31.3% | -19.7% | -11.7% | -24.8% |
| All | -69.4% | +75.4% | -144.8% | -78.4% |
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