+109.7%
HAL vs AEP
+68.7%
+41.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.9% |
| 7D | +0.5% | +2.0% | -1.5% | +0.1% |
| 30D | +15.9% | +0.5% | +15.4% | +15.8% |
| 3M | -8.7% | -0.3% | -8.4% | -8.7% |
| 6M | +9.0% | -3.5% | +12.5% | +9.6% |
| YTD | +32.0% | +11.3% | +20.8% | +28.6% |
| 1Y | +72.5% | +20.2% | +52.2% | +64.9% |
| 3Y | -4.5% | +79.8% | -84.3% | -20.6% |
| 5Y | +109.7% | +65.6% | +44.1% | +85.4% |
| All | +109.7% | +68.7% | +41.0% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling