+1,041.3%
APH vs CBOE
+385.3%
+656.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | +0.2% | -4.6% | +4.9% | +1.1% |
| 30D | -3.3% | +2.6% | -6.0% | -3.8% |
| 3M | +14.0% | +4.9% | +9.1% | +12.4% |
| 6M | +24.4% | -2.2% | +26.6% | +23.3% |
| YTD | +21.4% | +17.7% | +3.7% | +15.0% |
| 1Y | +48.9% | +26.1% | +22.9% | +38.5% |
| 3Y | +290.1% | +97.1% | +193.0% | +209.1% |
| 5Y | +352.8% | +149.2% | +203.6% | +227.3% |
| 10Y | +1,041.3% | +385.1% | +656.2% | +611.1% |
| All | +1,041.3% | +385.3% | +656.0% | +611.1% |
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