+4.9%
AA vs CBOE
+44.9%
-40.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -1.4% |
| 7D | +0.5% | +6.3% | -5.8% | +1.8% |
| 30D | -0.6% | +24.9% | -25.5% | +3.7% |
| 3M | -19.7% | +28.5% | -48.1% | -15.6% |
| 6M | -41.6% | +2.9% | -44.5% | -38.4% |
| YTD | -24.6% | +50.7% | -75.3% | -22.0% |
| 1Y | +4.9% | +45.5% | -40.6% | +11.1% |
| All | +4.9% | +44.9% | -40.0% | +11.1% |
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