-69.6%
AAL vs INVH
+79.4%
-149.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -1.3% | -2.3% | +1.0% | 0.0% |
| 30D | -13.7% | -5.7% | -8.0% | -10.8% |
| 3M | -8.2% | -4.5% | -3.7% | -5.8% |
| 6M | +13.1% | +11.0% | +2.2% | +6.5% |
| YTD | -15.6% | +3.7% | -19.3% | -17.7% |
| 1Y | +1.4% | -2.8% | +4.3% | +2.3% |
| 3Y | -7.4% | -7.1% | -0.3% | -5.8% |
| 5Y | -35.9% | -19.4% | -16.5% | -29.8% |
| All | -69.6% | +79.4% | -149.0% | -78.8% |
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