-32.6%
AAL vs INVH
-20.2%
-12.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -0.9% | -3.0% | +2.1% | +0.7% |
| 30D | -12.9% | -7.5% | -5.3% | -9.2% |
| 3M | -11.2% | -5.5% | -5.7% | -8.5% |
| 6M | +17.8% | +11.7% | +6.1% | +11.0% |
| YTD | -15.1% | +1.3% | -16.5% | -16.1% |
| 1Y | +0.5% | -6.1% | +6.5% | +3.3% |
| 3Y | -7.7% | -9.8% | +2.1% | -4.9% |
| All | -32.6% | -20.2% | -12.4% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling