+93.1%
ACN vs CBOE
+368.5%
-275.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.6% | +4.0% |
| 7D | -1.5% | -5.8% | +4.3% | +0.2% |
| 30D | +2.1% | -3.1% | +5.2% | +2.8% |
| 3M | +11.1% | -4.8% | +15.9% | +12.1% |
| 6M | -6.8% | -0.6% | -6.3% | -8.4% |
| YTD | -30.0% | +12.8% | -42.8% | -34.0% |
| 1Y | -23.1% | +19.8% | -42.9% | -29.0% |
| 3Y | -40.4% | +86.9% | -127.3% | -54.2% |
| 5Y | -41.6% | +136.5% | -178.1% | -59.4% |
| All | +93.1% | +368.5% | -275.4% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling