+7.9%
AA vs CBOE
+148.7%
-140.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -0.6% | -0.8% | +0.1% | -0.6% |
| 30D | -1.6% | +2.7% | -4.2% | -1.5% |
| 3M | -29.8% | +0.7% | -30.5% | -29.7% |
| 6M | -16.6% | -2.0% | -14.6% | -16.6% |
| YTD | -4.0% | +17.1% | -21.2% | -5.2% |
| 1Y | +63.5% | +26.5% | +37.0% | +60.6% |
| 3Y | +86.8% | +96.1% | -9.4% | +52.8% |
| All | +7.9% | +148.7% | -140.8% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling