+343.3%
AAOI vs HALO
+894.8%
-551.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.7% | -9.8% | -9.3% |
| 7D | -9.3% | -2.0% | -7.2% | -8.7% |
| 30D | -36.3% | +9.4% | -45.7% | -38.3% |
| 3M | -43.4% | +55.3% | -98.7% | -51.4% |
| 6M | -1.1% | +69.6% | -70.6% | -17.9% |
| YTD | +174.7% | +60.4% | +114.3% | +133.2% |
| 1Y | +253.7% | +40.4% | +213.4% | +212.2% |
| 3Y | +881.7% | +166.4% | +715.3% | +561.6% |
| 5Y | +1,228.2% | +160.7% | +1,067.4% | +772.8% |
| 10Y | +343.3% | +876.8% | -533.5% | +90.7% |
| All | +343.3% | +894.8% | -551.5% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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