+518.0%
HAL vs AEP
+2,329.7%
-1,811.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +2.9% |
| 7D | -0.2% | +0.7% | -1.0% | -0.5% |
| 30D | +1.0% | +4.8% | -3.8% | -1.0% |
| 3M | -2.1% | +5.4% | -7.5% | -4.4% |
| 6M | -17.5% | +0.4% | -17.8% | -18.0% |
| YTD | +18.1% | +15.5% | +2.6% | +10.0% |
| 1Y | +19.7% | +8.5% | +11.2% | +14.4% |
| 3Y | -7.9% | +84.6% | -92.5% | -32.1% |
| 5Y | +53.1% | +86.9% | -33.8% | +10.7% |
| 10Y | -16.8% | +205.1% | -221.9% | -53.9% |
| All | +518.0% | +2,329.7% | -1,811.6% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling