-4.5%
HAL vs AEP
+80.6%
-85.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.8% |
| 7D | +0.5% | +2.0% | -1.5% | +0.4% |
| 30D | +15.9% | +0.5% | +15.4% | +15.9% |
| 3M | -8.7% | -0.3% | -8.4% | -8.6% |
| 6M | +9.0% | -3.5% | +12.5% | +9.2% |
| YTD | +32.0% | +11.3% | +20.8% | +31.2% |
| 1Y | +72.5% | +20.2% | +52.2% | +70.6% |
| 3Y | -4.5% | +79.8% | -84.3% | -13.8% |
| All | -4.5% | +80.6% | -85.1% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling