+170.5%
AEP vs HALO
+979.6%
-809.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.9% | -2.7% | +1.8% | -0.8% |
| 30D | -1.1% | +5.3% | -6.4% | -1.4% |
| 3M | -3.3% | +51.6% | -54.8% | -5.7% |
| 6M | -4.6% | +61.3% | -65.9% | -7.5% |
| YTD | +9.4% | +59.3% | -49.9% | +6.2% |
| 1Y | +16.9% | +38.3% | -21.3% | +14.4% |
| 3Y | +76.6% | +185.9% | -109.2% | +63.8% |
| 5Y | +66.2% | +159.9% | -93.7% | +54.1% |
| All | +170.5% | +979.6% | -809.1% | +150.0% |
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