-39.7%
ACI vs INVH
-20.2%
-19.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -3.7% | -3.0% | -0.8% | -2.9% |
| 30D | +0.6% | -7.5% | +8.1% | +2.7% |
| 3M | -20.3% | -5.5% | -14.8% | -19.1% |
| 6M | -24.7% | +11.7% | -36.4% | -26.8% |
| YTD | -27.2% | +1.3% | -28.6% | -27.6% |
| 1Y | -32.7% | -6.1% | -26.6% | -31.8% |
| 3Y | -43.9% | -9.8% | -34.1% | -43.0% |
| All | -39.7% | -20.2% | -19.5% | -38.4% |
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 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