+593.8%
AEP vs CBOE
+1,025.9%
-432.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | +2.0% | -4.6% | +6.6% | +2.9% |
| 30D | +0.5% | +2.6% | -2.1% | -0.1% |
| 3M | -0.3% | +4.9% | -5.2% | -1.7% |
| 6M | -3.5% | -2.2% | -1.3% | -4.1% |
| YTD | +11.3% | +17.7% | -6.5% | +6.3% |
| 1Y | +20.2% | +26.1% | -5.8% | +13.1% |
| 3Y | +79.8% | +97.1% | -17.3% | +53.7% |
| 5Y | +65.6% | +149.2% | -83.6% | +33.9% |
| 10Y | +169.3% | +385.1% | -215.8% | +93.2% |
| All | +593.8% | +1,025.9% | -432.1% | +315.0% |
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 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