+388.9%
CBOE vs ACGL
+268.6%
+120.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.9% |
| 7D | -4.6% | -2.9% | -1.7% | -3.7% |
| 30D | +2.6% | -2.8% | +5.5% | +3.6% |
| 3M | +4.9% | +6.8% | -1.9% | +2.5% |
| 6M | -2.2% | -1.5% | -0.6% | -2.0% |
| YTD | +17.7% | -0.2% | +17.9% | +17.1% |
| 1Y | +26.1% | +5.3% | +20.8% | +23.0% |
| 3Y | +97.1% | +30.3% | +66.8% | +74.2% |
| 5Y | +149.2% | +151.8% | -2.6% | +67.6% |
| All | +388.9% | +268.6% | +120.4% | +171.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling