-65.3%
AAOX vs CBOE
+4.7%
-70.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.7% | +12.9% | +9.9% |
| 7D | +15.2% | -4.6% | +19.9% | +11.6% |
| 30D | -40.3% | +2.6% | -43.0% | -39.4% |
| 3M | -81.2% | +4.9% | -86.1% | -79.0% |
| All | -65.3% | +4.7% | -70.0% | -67.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling