+297.4%
AEM vs CBOE
+142.1%
+155.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.8% |
| 7D | -5.0% | -3.7% | -1.4% | -4.8% |
| 30D | +8.5% | +2.0% | +6.5% | +8.3% |
| 3M | +29.3% | -4.2% | +33.5% | +29.4% |
| 6M | -12.9% | +1.2% | -14.1% | -13.8% |
| YTD | +16.8% | +15.4% | +1.4% | +13.0% |
| 1Y | +29.8% | +23.5% | +6.3% | +24.3% |
| 3Y | +336.7% | +93.2% | +243.5% | +295.7% |
| All | +297.4% | +142.1% | +155.3% | +237.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling