+81.9%
ACN vs INVH
+79.4%
+2.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -6.3% | -2.3% | -4.0% | -5.3% |
| 30D | -1.4% | -5.7% | +4.3% | +1.4% |
| 3M | +2.6% | -4.5% | +7.0% | +5.0% |
| 6M | -14.3% | +11.0% | -25.3% | -18.6% |
| YTD | -33.1% | +3.7% | -36.8% | -34.4% |
| 1Y | -28.8% | -2.8% | -25.9% | -28.2% |
| 3Y | -43.0% | -7.1% | -35.8% | -42.3% |
| 5Y | -44.0% | -19.4% | -24.6% | -40.0% |
| All | +81.9% | +79.4% | +2.5% | +40.2% |
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