+67.2%
AEP vs HALO
+158.6%
-91.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.9% | -2.7% | +1.8% | -0.7% |
| 30D | -1.1% | +5.3% | -6.4% | -1.5% |
| 3M | -3.3% | +51.6% | -54.8% | -7.0% |
| 6M | -4.6% | +61.3% | -65.9% | -8.9% |
| YTD | +9.4% | +59.3% | -49.9% | +4.6% |
| 1Y | +16.9% | +38.3% | -21.3% | +13.1% |
| 3Y | +76.6% | +185.9% | -109.2% | +54.8% |
| All | +67.2% | +158.6% | -91.5% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling