+16.0%
AA vs CBOE
+39.5%
-23.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.8% |
| 7D | +0.9% | +7.7% | -6.8% | +2.3% |
| 30D | -6.4% | +24.4% | -30.9% | -3.0% |
| 3M | -13.0% | +20.0% | -33.0% | -9.9% |
| 6M | -34.6% | +2.4% | -37.0% | -32.0% |
| YTD | -23.0% | +38.5% | -61.6% | -23.8% |
| 1Y | +16.0% | +39.0% | -23.0% | +13.7% |
| All | +16.0% | +39.5% | -23.5% | +13.7% |
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