+157.0%
ALLE vs INVH
+75.5%
+81.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.7% |
| 7D | -2.8% | -3.1% | +0.4% | -1.3% |
| 30D | -10.2% | -7.5% | -2.7% | -6.9% |
| 3M | +17.4% | -6.3% | +23.7% | +21.0% |
| 6M | +3.3% | +9.4% | -6.1% | -1.3% |
| YTD | -4.2% | +1.4% | -5.6% | -5.5% |
| 1Y | -10.5% | -4.1% | -6.4% | -9.4% |
| 3Y | +45.4% | -9.2% | +54.6% | +48.4% |
| 5Y | +11.9% | -19.6% | +31.6% | +19.7% |
| All | +157.0% | +75.5% | +81.5% | +95.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling