+404.1%
AME vs INVH
+75.4%
+328.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.3% | +3.3% |
| 7D | +1.7% | -3.0% | +4.7% | +3.1% |
| 30D | -6.4% | -7.5% | +1.1% | -3.2% |
| 3M | +7.1% | -5.5% | +12.6% | +9.4% |
| 6M | +8.2% | +11.7% | -3.5% | +2.2% |
| YTD | +18.2% | +1.3% | +16.8% | +16.4% |
| 1Y | +26.7% | -6.1% | +32.8% | +29.1% |
| 3Y | +60.7% | -9.8% | +70.5% | +62.8% |
| 5Y | +91.6% | -19.7% | +111.3% | +102.5% |
| All | +404.1% | +75.4% | +328.8% | +286.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling