+13.0%
APH vs CBOE
+38.8%
-25.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.1% | +8.3% | +8.2% |
| 7D | +1.1% | +1.0% | +0.1% | +1.4% |
| 30D | -7.5% | +16.0% | -23.5% | -4.3% |
| 3M | -4.4% | +23.4% | -27.9% | +0.3% |
| 6M | +26.5% | +1.7% | +24.8% | +26.9% |
| YTD | +20.0% | +41.6% | -21.5% | +32.2% |
| All | +13.0% | +38.8% | -25.8% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling