+295.8%
AFL vs CBOE
+368.5%
-72.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +1.5% |
| 7D | -1.6% | -5.8% | +4.2% | +0.3% |
| 30D | -4.0% | -3.1% | -0.9% | -3.2% |
| 3M | -0.5% | -4.8% | +4.3% | +0.4% |
| 6M | +6.5% | -0.6% | +7.1% | +4.5% |
| YTD | +6.2% | +12.8% | -6.6% | -1.1% |
| 1Y | +8.3% | +19.8% | -11.5% | -1.7% |
| 3Y | +62.5% | +86.9% | -24.4% | +20.5% |
| 5Y | +136.2% | +136.5% | -0.4% | +55.6% |
| All | +295.8% | +368.5% | -72.7% | +115.1% |
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