+168.1%
AEE vs INVH
+75.4%
+92.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -0.8% | -3.0% | +2.2% | +0.6% |
| 30D | -2.9% | -7.5% | +4.6% | +0.7% |
| 3M | -2.4% | -5.5% | +3.1% | +0.1% |
| 6M | -2.7% | +11.7% | -14.4% | -7.8% |
| YTD | +7.3% | +1.3% | +5.9% | +6.0% |
| 1Y | +7.5% | -6.1% | +13.6% | +10.0% |
| 3Y | +46.2% | -9.8% | +56.0% | +50.0% |
| 5Y | +39.7% | -19.7% | +59.4% | +48.7% |
| All | +168.1% | +75.4% | +92.7% | +92.0% |
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