+1,302.3%
AME vs CBOE
+1,045.3%
+257.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.6% | -3.6% | +4.2% | +1.6% |
| 30D | -6.7% | +5.1% | -11.8% | -8.1% |
| 3M | +4.1% | +4.6% | -0.5% | +1.8% |
| 6M | +1.6% | -0.3% | +1.8% | -0.3% |
| YTD | +16.1% | +19.8% | -3.6% | +7.5% |
| 1Y | +27.3% | +28.4% | -1.0% | +15.0% |
| 3Y | +50.9% | +104.1% | -53.2% | +13.4% |
| 5Y | +81.4% | +150.9% | -69.5% | +25.3% |
| 10Y | +417.0% | +393.5% | +23.5% | +169.1% |
| All | +1,302.3% | +1,045.3% | +257.0% | +364.2% |
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