+1,287.0%
AJG vs CBOE
+978.8%
+308.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.5% |
| 7D | -8.3% | -5.8% | -2.5% | -6.5% |
| 30D | -5.7% | -3.1% | -2.5% | -4.9% |
| 3M | +9.1% | -4.8% | +13.8% | +10.0% |
| 6M | +15.2% | -0.6% | +15.8% | +13.2% |
| YTD | -6.3% | +12.8% | -19.1% | -11.9% |
| 1Y | -19.1% | +19.8% | -38.9% | -25.6% |
| 3Y | +8.2% | +86.9% | -78.7% | -15.4% |
| 5Y | +75.6% | +136.5% | -60.9% | +25.7% |
| 10Y | +471.1% | +368.4% | +102.7% | +225.5% |
| All | +1,287.0% | +978.8% | +308.2% | +484.6% |
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