+31.5%
AEM vs HALO
+41.1%
-9.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -2.1% | -2.7% | +0.6% | -1.4% |
| 30D | +8.4% | +5.3% | +3.1% | +7.2% |
| 3M | +27.3% | +51.6% | -24.3% | +15.3% |
| 6M | -9.7% | +61.3% | -70.9% | -19.6% |
| YTD | +19.0% | +59.3% | -40.3% | +5.1% |
| 1Y | +31.5% | +38.3% | -6.8% | +23.5% |
| All | +31.5% | +41.1% | -9.6% | +23.5% |
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