+247.6%
ACGL vs INVH
+80.8%
+166.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -0.7% | -2.9% | +2.2% | +0.8% |
| 30D | -1.0% | -6.9% | +5.9% | +2.7% |
| 3M | +11.0% | -2.7% | +13.8% | +12.6% |
| 6M | -0.3% | +8.2% | -8.5% | -4.5% |
| YTD | +2.3% | +4.5% | -2.2% | -0.7% |
| 1Y | +6.4% | -2.3% | +8.7% | +6.7% |
| 3Y | +34.0% | -7.3% | +41.2% | +35.7% |
| 5Y | +161.6% | -20.5% | +182.1% | +182.2% |
| All | +247.6% | +80.8% | +166.8% | +145.4% |
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