-16.8%
HAL vs AEP
+206.3%
-223.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +3.1% |
| 7D | -0.2% | +0.7% | -1.0% | -0.4% |
| 30D | +1.0% | +4.8% | -3.8% | -0.3% |
| 3M | -2.1% | +5.4% | -7.5% | -3.6% |
| 6M | -17.5% | +0.4% | -17.8% | -17.7% |
| YTD | +18.1% | +15.5% | +2.6% | +12.9% |
| 1Y | +19.7% | +8.5% | +11.2% | +16.4% |
| 3Y | -7.9% | +84.6% | -92.5% | -25.5% |
| 5Y | +53.1% | +86.9% | -33.8% | +22.7% |
| 10Y | -16.8% | +205.1% | -221.9% | -21.0% |
| All | -16.8% | +206.3% | -223.1% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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