+166.9%
ALLE vs INVH
+80.8%
+86.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -0.2% | -2.9% | +2.7% | +1.1% |
| 30D | -6.8% | -6.9% | +0.1% | -3.6% |
| 3M | +21.0% | -2.7% | +23.7% | +22.5% |
| 6M | +1.1% | +8.2% | -7.1% | -2.9% |
| YTD | -0.5% | +4.5% | -5.0% | -3.2% |
| 1Y | -7.3% | -2.3% | -4.9% | -6.9% |
| 3Y | +42.3% | -7.3% | +49.5% | +43.9% |
| 5Y | +13.5% | -20.5% | +33.9% | +22.1% |
| All | +166.9% | +80.8% | +86.2% | +100.1% |
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