+441.3%
AG vs CBOE
+1,025.9%
-584.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.8% |
| 7D | +4.5% | -4.6% | +9.1% | +5.2% |
| 30D | +12.9% | +2.6% | +10.2% | +12.1% |
| 3M | +20.9% | +4.9% | +16.0% | +18.7% |
| 6M | -19.5% | -2.2% | -17.4% | -20.4% |
| YTD | +24.8% | +17.7% | +7.1% | +18.4% |
| 1Y | +120.2% | +26.1% | +94.2% | +105.7% |
| 3Y | +279.0% | +97.1% | +181.9% | +216.7% |
| 5Y | +67.9% | +149.2% | -81.3% | +31.8% |
| 10Y | +57.5% | +385.1% | -327.6% | +2.4% |
| All | +441.3% | +1,025.9% | -584.6% | +135.0% |
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