+7.4%
HAL vs AEP
+170.1%
-162.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -1.3% | +0.9% | -2.2% | -1.6% |
| 30D | +10.9% | +1.5% | +9.4% | +10.4% |
| 3M | -5.8% | -1.7% | -4.2% | -5.5% |
| 6M | +8.1% | -4.0% | +12.2% | +9.0% |
| YTD | +33.2% | +10.6% | +22.6% | +28.9% |
| 1Y | +74.2% | +18.6% | +55.5% | +64.9% |
| 3Y | -3.7% | +78.7% | -82.4% | -21.3% |
| 5Y | +111.9% | +65.1% | +46.8% | +77.0% |
| 10Y | +7.4% | +177.7% | -170.3% | -3.5% |
| All | +7.4% | +170.1% | -162.7% | -3.5% |
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