+678.6%
AU vs CBOE
+136.7%
+542.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +0.7% |
| 7D | -4.3% | -5.8% | +1.5% | -3.8% |
| 30D | +7.3% | -3.1% | +10.5% | +7.6% |
| 3M | +26.3% | -4.8% | +31.1% | +26.7% |
| 6M | +1.8% | -0.6% | +2.3% | +0.7% |
| YTD | +26.8% | +12.8% | +14.0% | +21.6% |
| 1Y | +66.7% | +19.8% | +46.9% | +57.4% |
| 3Y | +579.1% | +86.9% | +492.1% | +484.7% |
| All | +678.6% | +136.7% | +542.0% | +515.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling