+33.4%
AG vs CBOE
+39.5%
-6.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.3% | +8.9% | +9.2% |
| 7D | -2.6% | +7.7% | -10.3% | -0.3% |
| 30D | -12.1% | +24.4% | -36.5% | -6.7% |
| 3M | -6.6% | +20.0% | -26.6% | -1.5% |
| 6M | -20.5% | +2.4% | -22.8% | -16.4% |
| YTD | -7.4% | +38.5% | -46.0% | -6.1% |
| 1Y | +33.4% | +39.0% | -5.6% | +33.7% |
| All | +33.4% | +39.5% | -6.1% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling