+155.8%
ACGL vs INVH
-20.4%
+176.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -2.1% | -2.3% | +0.2% | -1.4% |
| 30D | -2.2% | -5.7% | +3.6% | -0.3% |
| 3M | +6.3% | -4.5% | +10.8% | +7.9% |
| 6M | +0.5% | +11.0% | -10.4% | -2.7% |
| YTD | +0.2% | +3.7% | -3.5% | -1.2% |
| 1Y | +7.3% | -2.8% | +10.1% | +7.9% |
| 3Y | +30.8% | -7.1% | +38.0% | +33.1% |
| 5Y | +155.8% | -19.4% | +175.2% | +171.6% |
| All | +155.8% | -20.4% | +176.2% | +171.6% |
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