+2,426.8%
HALO vs AEIS
+1,362.8%
+1,064.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -2.1% | +6.5% | -8.5% | -4.0% |
| 30D | +4.6% | -9.2% | +13.8% | +7.1% |
| 3M | +50.2% | -8.3% | +58.6% | +49.1% |
| 6M | +57.6% | -6.3% | +63.9% | +52.4% |
| YTD | +59.6% | +36.5% | +23.1% | +35.1% |
| 1Y | +41.2% | +84.8% | -43.6% | +6.9% |
| 3Y | +178.9% | +176.6% | +2.3% | +75.1% |
| 5Y | +160.1% | +237.1% | -77.0% | +48.6% |
| 10Y | +967.5% | +554.7% | +412.8% | +331.8% |
| All | +2,426.8% | +1,362.8% | +1,064.0% | +522.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling