+795.9%
AEP vs HALO
+2,426.8%
-1,630.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.5% |
| 7D | +0.9% | -2.1% | +3.0% | +1.0% |
| 30D | +1.5% | +4.6% | -3.2% | +1.2% |
| 3M | -1.7% | +50.2% | -51.9% | -4.2% |
| 6M | -4.0% | +57.6% | -61.6% | -6.9% |
| YTD | +10.6% | +59.6% | -49.0% | +7.2% |
| 1Y | +18.6% | +41.2% | -22.6% | +15.7% |
| 3Y | +78.7% | +178.9% | -100.2% | +65.6% |
| 5Y | +65.1% | +160.1% | -95.0% | +52.5% |
| 10Y | +177.7% | +967.5% | -789.8% | +130.1% |
| All | +795.9% | +2,426.8% | -1,630.9% | +506.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling