+170.5%
AEP vs CBOE
+368.5%
-198.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | -0.9% | -5.8% | +4.9% | +0.3% |
| 30D | -1.1% | -3.1% | +2.1% | -0.5% |
| 3M | -3.3% | -4.8% | +1.5% | -2.8% |
| 6M | -4.6% | -0.6% | -4.1% | -5.9% |
| YTD | +9.4% | +12.8% | -3.4% | +4.4% |
| 1Y | +16.9% | +19.8% | -2.8% | +9.7% |
| 3Y | +76.6% | +86.9% | -10.3% | +47.1% |
| 5Y | +66.2% | +136.5% | -70.3% | +28.9% |
| All | +170.5% | +368.5% | -198.0% | +107.1% |
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