+664.7%
AFL vs CBOE
+1,020.3%
-355.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -2.1% | -0.8% | -1.4% | -1.9% |
| 30D | -5.4% | +2.7% | -8.1% | -6.5% |
| 3M | -0.3% | +0.7% | -1.0% | -1.3% |
| 6M | +5.2% | -2.0% | +7.2% | +3.9% |
| YTD | +5.7% | +17.1% | -11.5% | -2.6% |
| 1Y | +10.2% | +26.5% | -16.3% | -1.5% |
| 3Y | +63.4% | +96.1% | -32.7% | +20.9% |
| 5Y | +133.0% | +149.3% | -16.3% | +54.4% |
| 10Y | +299.5% | +386.5% | -87.0% | +99.5% |
| All | +664.7% | +1,020.3% | -355.6% | +138.0% |
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