+672.3%
AU vs CBOE
+368.5%
+303.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +0.7% |
| 7D | -4.3% | -5.8% | +1.5% | -3.7% |
| 30D | +7.3% | -3.1% | +10.5% | +7.6% |
| 3M | +26.3% | -4.8% | +31.1% | +26.6% |
| 6M | +1.8% | -0.6% | +2.3% | +1.0% |
| YTD | +26.8% | +12.8% | +14.0% | +23.3% |
| 1Y | +66.7% | +19.8% | +46.9% | +60.5% |
| 3Y | +579.1% | +86.9% | +492.1% | +515.3% |
| 5Y | +689.3% | +136.5% | +552.8% | +588.1% |
| All | +672.3% | +368.5% | +303.8% | +572.2% |
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 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