+161.6%
HALO vs AEE
+38.7%
+122.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.7% | -0.8% | -1.9% | -2.4% |
| 30D | +5.3% | -2.9% | +8.2% | +6.5% |
| 3M | +51.6% | -2.4% | +54.0% | +52.7% |
| 6M | +61.3% | -2.7% | +64.0% | +62.3% |
| YTD | +59.3% | +7.3% | +52.0% | +54.1% |
| 1Y | +38.3% | +7.5% | +30.7% | +33.5% |
| 3Y | +185.9% | +46.2% | +139.7% | +141.3% |
| All | +161.6% | +38.7% | +122.9% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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