+327.3%
AFL vs INVH
+75.5%
+251.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.8% |
| 7D | -3.3% | -3.1% | -0.2% | -1.8% |
| 30D | -5.0% | -7.5% | +2.5% | -1.5% |
| 3M | -1.8% | -6.3% | +4.5% | +1.2% |
| 6M | +4.8% | +9.4% | -4.6% | -0.1% |
| YTD | +5.4% | +1.4% | +4.0% | +3.9% |
| 1Y | +9.0% | -4.1% | +13.1% | +10.1% |
| 3Y | +63.0% | -9.2% | +72.2% | +66.4% |
| 5Y | +134.5% | -19.6% | +154.1% | +149.0% |
| All | +327.3% | +75.5% | +251.8% | +209.9% |
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