+355.1%
AEM vs HALO
+979.6%
-624.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -2.1% | -2.7% | +0.6% | -1.9% |
| 30D | +8.4% | +5.3% | +3.1% | +8.0% |
| 3M | +27.3% | +51.6% | -24.3% | +23.5% |
| 6M | -9.7% | +61.3% | -70.9% | -12.8% |
| YTD | +19.0% | +59.3% | -40.3% | +14.9% |
| 1Y | +31.5% | +38.3% | -6.8% | +28.0% |
| 3Y | +338.7% | +185.9% | +152.8% | +304.6% |
| 5Y | +307.4% | +159.9% | +147.5% | +276.2% |
| All | +355.1% | +979.6% | -624.5% | +313.0% |
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