+61.0%
AA vs CBOE
+29.2%
+31.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.7% | -3.6% | +2.9% | -1.4% |
| 30D | +5.0% | +5.1% | -0.1% | +6.2% |
| 3M | -35.8% | +4.6% | -40.4% | -34.8% |
| 6M | -18.4% | -0.3% | -18.1% | -17.1% |
| YTD | -5.5% | +19.8% | -25.2% | -1.8% |
| 1Y | +61.0% | +28.4% | +32.6% | +74.5% |
| All | +61.0% | +29.2% | +31.8% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling