+386.5%
CBOE vs ACGL
+270.1%
+116.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.8% | -2.1% | +1.4% | -0.1% |
| 30D | +2.7% | -2.2% | +4.9% | +3.4% |
| 3M | +0.7% | +6.3% | -5.6% | -1.5% |
| 6M | -2.0% | +0.5% | -2.5% | -2.5% |
| YTD | +17.1% | +0.2% | +16.9% | +16.4% |
| 1Y | +26.5% | +7.3% | +19.2% | +22.6% |
| 3Y | +96.1% | +30.8% | +65.3% | +73.1% |
| 5Y | +149.3% | +155.8% | -6.5% | +66.7% |
| 10Y | +386.5% | +276.3% | +110.2% | +169.8% |
| All | +386.5% | +270.1% | +116.4% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ACGL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling