+17.6%
AJG vs INVH
+0.2%
+17.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.6% | +1.8% | +3.9% |
| 7D | +10.7% | +3.1% | +7.7% | +9.4% |
| 30D | +26.9% | +5.8% | +21.1% | +24.3% |
| 3M | +16.6% | -8.5% | +25.1% | +19.4% |
| 6M | +40.1% | -1.3% | +41.5% | +41.4% |
| YTD | +12.4% | +2.6% | +9.9% | +13.2% |
| All | +17.6% | +0.2% | +17.4% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling