+55.6%
AME vs CBOE
+93.5%
-37.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -1.0% |
| 7D | 0.0% | -3.7% | +3.7% | -0.3% |
| 30D | -8.6% | +2.0% | -10.6% | -8.4% |
| 3M | +5.8% | -4.2% | +10.0% | +5.7% |
| 6M | +3.8% | +1.2% | +2.6% | +4.6% |
| YTD | +14.4% | +15.4% | -0.9% | +16.3% |
| 1Y | +25.8% | +23.5% | +2.3% | +28.3% |
| All | +55.6% | +93.5% | -37.8% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling