-9.3%
HAL vs AEP
+85.2%
-94.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +2.6% | +2.5% | +0.2% | +2.6% |
| 30D | -0.1% | +3.4% | -3.5% | -0.2% |
| 3M | -1.1% | +4.2% | -5.3% | -1.2% |
| 6M | -20.7% | -0.8% | -19.9% | -20.7% |
| YTD | +17.5% | +15.2% | +2.3% | +17.2% |
| 1Y | +24.1% | +8.3% | +15.8% | +23.9% |
| All | -9.3% | +85.2% | -94.4% | -15.5% |
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 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