+152.3%
ACN vs CBOE
+524.9%
-372.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | -3.8% | +6.3% | -10.1% | -5.6% |
| 30D | +16.5% | +24.9% | -8.4% | +8.9% |
| 3M | +41.5% | +28.5% | +13.0% | +30.7% |
| 6M | +60.1% | +2.9% | +57.2% | +56.7% |
| YTD | -3.9% | +50.7% | -54.6% | -17.2% |
| 1Y | +4.1% | +45.5% | -41.4% | -9.3% |
| 3Y | -15.9% | +116.3% | -132.2% | -37.7% |
| 5Y | -26.3% | +204.3% | -230.7% | -53.0% |
| All | +152.3% | +524.9% | -372.6% | +24.0% |
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