+433.0%
AME vs CBOE
+368.5%
+64.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.5% | +3.8% |
| 7D | +1.7% | -5.8% | +7.6% | +3.1% |
| 30D | -6.4% | -3.1% | -3.3% | -5.9% |
| 3M | +7.1% | -4.8% | +11.8% | +7.6% |
| 6M | +8.2% | -0.6% | +8.7% | +6.3% |
| YTD | +18.2% | +12.8% | +5.4% | +11.7% |
| 1Y | +26.7% | +19.8% | +7.0% | +17.5% |
| 3Y | +60.7% | +86.9% | -26.2% | +25.3% |
| 5Y | +91.6% | +136.5% | -45.0% | +35.6% |
| All | +433.0% | +368.5% | +64.5% | +192.7% |
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