+288.3%
ACGL vs INVH
+72.9%
+215.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | -0.1% |
| 7D | +2.2% | -0.9% | +3.1% | +2.7% |
| 30D | +12.3% | +1.2% | +11.1% | +11.6% |
| 3M | +11.8% | -10.4% | +22.2% | +18.3% |
| 6M | +17.5% | -3.6% | +21.1% | +19.6% |
| YTD | +14.3% | -0.1% | +14.4% | +13.4% |
| 1Y | +18.2% | -0.7% | +18.8% | +17.5% |
| 3Y | +33.2% | -4.6% | +37.7% | +32.9% |
| 5Y | +174.3% | -21.7% | +196.0% | +197.0% |
| All | +288.3% | +72.9% | +215.4% | +180.4% |
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