+219.1%
AIG vs CBOE
+1,003.5%
-784.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.6% |
| 7D | -2.4% | -3.7% | +1.3% | -1.0% |
| 30D | -2.9% | +2.0% | -4.9% | -3.9% |
| 3M | +0.8% | -4.2% | +5.0% | +1.4% |
| 6M | -2.7% | +1.2% | -3.8% | -5.2% |
| YTD | -11.2% | +15.4% | -26.6% | -18.4% |
| 1Y | -1.5% | +23.5% | -25.0% | -12.2% |
| 3Y | +34.4% | +93.2% | -58.8% | -3.6% |
| 5Y | +54.4% | +142.0% | -87.5% | -1.6% |
| 10Y | +64.4% | +379.2% | -314.8% | -24.2% |
| All | +219.1% | +1,003.5% | -784.4% | -7.7% |
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 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