+240.8%
ACGL vs INVH
+75.5%
+165.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.2% |
| 7D | -3.6% | -3.1% | -0.5% | -2.0% |
| 30D | -2.1% | -7.5% | +5.4% | +1.9% |
| 3M | +5.4% | -6.3% | +11.6% | +8.9% |
| 6M | 0.0% | +9.4% | -9.4% | -4.8% |
| YTD | +0.3% | +1.4% | -1.1% | -1.2% |
| 1Y | +6.2% | -4.1% | +10.3% | +7.5% |
| 3Y | +30.9% | -9.2% | +40.1% | +34.0% |
| 5Y | +159.8% | -19.6% | +179.4% | +176.9% |
| All | +240.8% | +75.5% | +165.3% | +144.3% |
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