+330.6%
AEM vs CBOE
+93.5%
+237.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.9% |
| 7D | -5.0% | -3.7% | -1.4% | -5.0% |
| 30D | +8.5% | +2.0% | +6.5% | +8.4% |
| 3M | +29.3% | -4.2% | +33.5% | +29.3% |
| 6M | -12.9% | +1.2% | -14.1% | -13.6% |
| YTD | +16.8% | +15.4% | +1.4% | +13.0% |
| 1Y | +29.8% | +23.5% | +6.3% | +24.2% |
| All | +330.6% | +93.5% | +237.2% | +310.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling