-35.1%
AUR vs CBOE
+136.7%
-171.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.6% |
| 7D | +1.4% | -5.8% | +7.2% | +1.4% |
| 30D | -6.4% | -3.1% | -3.3% | -6.5% |
| 3M | +7.7% | -4.8% | +12.5% | +7.8% |
| 6M | +44.5% | -0.6% | +45.1% | +44.9% |
| YTD | +67.4% | +12.8% | +54.7% | +67.1% |
| 1Y | +15.4% | +19.8% | -4.3% | +15.0% |
| 3Y | +94.8% | +86.9% | +7.9% | +41.1% |
| All | -35.1% | +136.7% | -171.8% | -64.5% |
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