+63.0%
AME vs CBOE
+119.7%
-56.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | +0.7% |
| 7D | +5.9% | +6.3% | -0.4% | +6.7% |
| 30D | -1.9% | +24.9% | -26.9% | +0.7% |
| 3M | -5.4% | +28.5% | -33.8% | -2.3% |
| 6M | +4.9% | +2.9% | +2.1% | +6.8% |
| YTD | +18.5% | +50.7% | -32.2% | +24.6% |
| 1Y | +25.5% | +45.5% | -20.0% | +31.6% |
| 3Y | +63.0% | +116.3% | -53.3% | +75.3% |
| All | +63.0% | +119.7% | -56.6% | +75.3% |
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