+49.1%
AIG vs INVH
+75.4%
-26.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.2% | -3.0% | +1.8% | +0.5% |
| 30D | -1.1% | -7.5% | +6.5% | +3.1% |
| 3M | +0.7% | -5.5% | +6.2% | +3.6% |
| 6M | -2.2% | +11.7% | -13.9% | -8.4% |
| YTD | -10.8% | +1.3% | -12.2% | -12.5% |
| 1Y | -2.0% | -6.1% | +4.1% | +0.1% |
| 3Y | +34.8% | -9.8% | +44.6% | +38.2% |
| 5Y | +55.0% | -19.7% | +74.7% | +66.0% |
| All | +49.1% | +75.4% | -26.3% | +0.3% |
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