+175.2%
AEP vs INVH
+75.5%
+99.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.1% |
| 7D | -1.0% | -3.1% | +2.1% | +0.3% |
| 30D | -0.1% | -7.5% | +7.4% | +3.0% |
| 3M | -3.2% | -6.3% | +3.1% | -0.7% |
| 6M | -5.3% | +9.4% | -14.7% | -8.9% |
| YTD | +9.5% | +1.4% | +8.1% | +8.4% |
| 1Y | +17.5% | -4.1% | +21.6% | +18.7% |
| 3Y | +77.0% | -9.2% | +86.2% | +80.2% |
| 5Y | +66.4% | -19.6% | +86.0% | +75.2% |
| All | +175.2% | +75.5% | +99.7% | +103.3% |
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 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