+231.8%
AEIS vs INVH
-20.2%
+252.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +5.0% |
| 7D | +2.3% | -3.0% | +5.3% | +3.7% |
| 30D | -14.8% | -7.5% | -7.3% | -12.0% |
| 3M | -15.6% | -5.5% | -10.1% | -14.3% |
| 6M | -8.7% | +11.7% | -20.4% | -15.6% |
| YTD | +37.3% | +1.3% | +36.0% | +33.1% |
| 1Y | +80.3% | -6.1% | +86.4% | +82.0% |
| 3Y | +177.9% | -9.8% | +187.7% | +182.8% |
| All | +231.8% | -20.2% | +252.0% | +271.3% |
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