+199.3%
AU vs CBOE
+1,003.5%
-804.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -4.1% |
| 7D | -7.0% | -3.7% | -3.3% | -6.7% |
| 30D | +7.3% | +2.0% | +5.3% | +7.0% |
| 3M | +33.2% | -4.2% | +37.5% | +33.4% |
| 6M | -0.6% | +1.2% | -1.8% | -1.4% |
| YTD | +26.2% | +15.4% | +10.8% | +23.0% |
| 1Y | +68.3% | +23.5% | +44.8% | +62.6% |
| 3Y | +592.1% | +93.2% | +498.9% | +535.9% |
| 5Y | +685.3% | +142.0% | +543.3% | +600.5% |
| 10Y | +682.5% | +379.2% | +303.4% | +556.1% |
| All | +199.3% | +1,003.5% | -804.2% | +105.6% |
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