+527.8%
ACN vs CBOE
+1,025.9%
-498.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.6% |
| 7D | -4.8% | -4.6% | -0.2% | -3.5% |
| 30D | +1.9% | +2.6% | -0.8% | +0.9% |
| 3M | +3.9% | +4.9% | -1.1% | +2.0% |
| 6M | -15.0% | -2.2% | -12.9% | -15.7% |
| YTD | -31.9% | +17.7% | -49.6% | -36.2% |
| 1Y | -28.5% | +26.1% | -54.6% | -34.5% |
| 3Y | -41.9% | +97.1% | -139.0% | -54.8% |
| 5Y | -42.9% | +149.2% | -192.0% | -59.2% |
| 10Y | +88.7% | +385.1% | -296.3% | +7.7% |
| All | +527.8% | +1,025.9% | -498.1% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling