+514.9%
HAL vs AEP
+2,324.0%
-1,809.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +2.6% | +2.5% | +0.2% | +1.6% |
| 30D | -0.1% | +3.4% | -3.5% | -1.5% |
| 3M | -1.1% | +4.2% | -5.3% | -3.0% |
| 6M | -20.7% | -0.8% | -19.9% | -20.8% |
| YTD | +17.5% | +15.2% | +2.3% | +9.6% |
| 1Y | +24.1% | +8.3% | +15.8% | +18.7% |
| 3Y | -8.4% | +84.2% | -92.6% | -32.4% |
| 5Y | +53.2% | +87.8% | -34.6% | +10.6% |
| 10Y | -17.2% | +204.4% | -221.6% | -54.1% |
| All | +514.9% | +2,324.0% | -1,809.2% | +56.9% |
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