+18.7%
AEM vs HALO
+92.7%
-74.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.3% | +8.3% | +9.3% |
| 7D | +0.2% | +0.2% | -0.1% | +0.1% |
| 30D | +0.1% | +20.3% | -20.3% | -5.0% |
| 3M | +22.1% | +56.6% | -34.5% | +8.1% |
| 6M | +2.4% | +101.9% | -99.4% | -15.5% |
| YTD | +8.9% | +93.7% | -84.8% | -10.9% |
| 1Y | +18.7% | +91.5% | -72.8% | -1.5% |
| All | +18.7% | +92.7% | -74.0% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling