+75.2%
AJG vs INVH
-20.2%
+95.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -8.3% | -3.0% | -5.3% | -7.2% |
| 30D | -5.7% | -7.5% | +1.8% | -2.9% |
| 3M | +9.1% | -5.5% | +14.6% | +11.5% |
| 6M | +15.2% | +11.7% | +3.5% | +10.6% |
| YTD | -6.3% | +1.3% | -7.6% | -7.0% |
| 1Y | -19.1% | -6.1% | -13.0% | -17.4% |
| 3Y | +8.2% | -9.8% | +18.0% | +10.9% |
| All | +75.2% | -20.2% | +95.4% | +92.6% |
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