+1,056.2%
CBOE vs ACGL
+1,142.1%
-85.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | -3.6% | -0.7% | -2.9% | -3.4% |
| 30D | +5.1% | -1.0% | +6.1% | +5.5% |
| 3M | +4.6% | +11.0% | -6.4% | +0.5% |
| 6M | -0.3% | -0.3% | +0.1% | -0.5% |
| YTD | +19.8% | +2.3% | +17.5% | +18.1% |
| 1Y | +28.4% | +6.4% | +22.0% | +24.5% |
| 3Y | +104.1% | +34.0% | +70.1% | +77.1% |
| 5Y | +150.9% | +161.6% | -10.7% | +62.3% |
| 10Y | +393.5% | +278.6% | +114.9% | +156.2% |
| All | +1,056.2% | +1,142.1% | -85.9% | +232.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling