+61.6%
AG vs CBOE
+368.5%
-306.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.6% |
| 7D | -6.7% | -5.8% | -0.9% | -6.0% |
| 30D | +2.2% | -3.1% | +5.3% | +2.4% |
| 3M | +15.7% | -4.8% | +20.5% | +15.7% |
| 6M | -23.8% | -0.6% | -23.2% | -24.9% |
| YTD | +17.6% | +12.8% | +4.8% | +12.7% |
| 1Y | +88.6% | +19.8% | +68.9% | +78.4% |
| 3Y | +253.4% | +86.9% | +166.5% | +200.2% |
| 5Y | +62.4% | +136.5% | -74.1% | +29.2% |
| All | +61.6% | +368.5% | -306.9% | -9.7% |
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 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