+21.6%
ACI vs INVH
+19.9%
+1.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -3.7% | -3.0% | -0.8% | -3.1% |
| 30D | +0.6% | -7.5% | +8.1% | +2.4% |
| 3M | -20.3% | -5.5% | -14.8% | -19.3% |
| 6M | -24.7% | +11.7% | -36.4% | -26.5% |
| YTD | -27.2% | +1.3% | -28.6% | -27.5% |
| 1Y | -32.7% | -6.1% | -26.6% | -31.9% |
| 3Y | -43.9% | -9.8% | -34.1% | -43.1% |
| 5Y | -38.9% | -19.7% | -19.2% | -37.2% |
| All | +21.6% | +19.9% | +1.7% | +19.1% |
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