+355.1%
AEM vs CBOE
+368.5%
-13.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.1% |
| 7D | -2.1% | -5.8% | +3.7% | -1.6% |
| 30D | +8.4% | -3.1% | +11.6% | +8.7% |
| 3M | +27.3% | -4.8% | +32.0% | +27.4% |
| 6M | -9.7% | -0.6% | -9.1% | -10.3% |
| YTD | +19.0% | +12.8% | +6.2% | +16.0% |
| 1Y | +31.5% | +19.8% | +11.7% | +27.2% |
| 3Y | +338.7% | +86.9% | +251.8% | +302.6% |
| 5Y | +307.4% | +136.5% | +170.9% | +261.5% |
| All | +355.1% | +368.5% | -13.4% | +347.2% |
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 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