+2,426.8%
HALO vs AEE
+474.4%
+1,952.4%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -2.1% | +1.1% | -3.1% | -2.6% |
| 30D | +4.6% | 0.0% | +4.6% | +4.5% |
| 3M | +50.2% | -0.9% | +51.2% | +50.6% |
| 6M | +57.6% | -2.4% | +60.0% | +58.7% |
| YTD | +59.6% | +8.6% | +50.9% | +52.0% |
| 1Y | +41.2% | +10.2% | +31.0% | +33.3% |
| 3Y | +178.9% | +47.8% | +131.0% | +123.8% |
| 5Y | +160.1% | +40.1% | +120.0% | +110.8% |
| 10Y | +967.5% | +195.0% | +772.5% | +389.1% |
| All | +2,426.8% | +474.4% | +1,952.4% | +536.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling