+390.2%
AEIS vs INVH
+75.4%
+314.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +5.0% |
| 7D | +2.3% | -3.0% | +5.3% | +4.1% |
| 30D | -14.8% | -7.5% | -7.3% | -11.2% |
| 3M | -15.6% | -5.5% | -10.1% | -13.9% |
| 6M | -8.7% | +11.7% | -20.4% | -16.3% |
| YTD | +37.3% | +1.3% | +36.0% | +32.7% |
| 1Y | +80.3% | -6.1% | +86.4% | +81.8% |
| 3Y | +177.9% | -9.8% | +187.7% | +183.1% |
| 5Y | +235.8% | -19.7% | +255.5% | +262.9% |
| All | +390.2% | +75.4% | +314.9% | +228.6% |
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