+161.6%
HALO vs AEIS
+232.6%
-71.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | -0.8% |
| 7D | -2.7% | +2.3% | -5.0% | -3.2% |
| 30D | +5.3% | -14.8% | +20.1% | +8.4% |
| 3M | +51.6% | -15.6% | +67.1% | +53.9% |
| 6M | +61.3% | -8.7% | +70.0% | +57.8% |
| YTD | +59.3% | +37.3% | +22.0% | +37.9% |
| 1Y | +38.3% | +80.3% | -42.1% | +9.3% |
| 3Y | +185.9% | +177.9% | +7.9% | +86.0% |
| All | +161.6% | +232.6% | -71.0% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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