+195.7%
AON vs INVH
+75.4%
+120.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -6.3% | -3.0% | -3.3% | -5.2% |
| 30D | -14.1% | -7.5% | -6.6% | -11.5% |
| 3M | -9.5% | -5.5% | -4.0% | -7.5% |
| 6M | -4.0% | +11.7% | -15.7% | -8.2% |
| YTD | -13.8% | +1.3% | -15.1% | -14.6% |
| 1Y | -18.3% | -6.1% | -12.2% | -16.8% |
| 3Y | -7.2% | -9.8% | +2.6% | -5.4% |
| 5Y | +7.3% | -19.7% | +27.0% | +13.3% |
| All | +195.7% | +75.4% | +120.4% | +139.6% |
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 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