-70.2%
AAOX vs INVH
+14.7%
-84.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -2.2% | -6.3% | -13.6% |
| 7D | +5.4% | -3.1% | +8.5% | -2.6% |
| 30D | -47.7% | -7.5% | -40.3% | -56.1% |
| 3M | -78.6% | -6.3% | -72.3% | -80.2% |
| All | -70.2% | +14.7% | -84.9% | -76.7% |
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 · Available span rolling