+332.5%
AEM vs CBOE
+1,020.3%
-687.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +3.0% | -0.8% | +3.8% | +3.1% |
| 30D | +12.5% | +2.7% | +9.8% | +12.2% |
| 3M | +26.9% | +0.7% | +26.2% | +26.4% |
| 6M | -9.4% | -2.0% | -7.5% | -9.8% |
| YTD | +20.3% | +17.1% | +3.1% | +17.4% |
| 1Y | +33.8% | +26.5% | +7.3% | +29.4% |
| 3Y | +349.8% | +96.1% | +253.7% | +315.2% |
| 5Y | +301.0% | +149.3% | +151.7% | +259.5% |
| 10Y | +376.1% | +386.5% | -10.4% | +300.5% |
| All | +332.5% | +1,020.3% | -687.9% | +201.7% |
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