+1,267.0%
CBOE vs ACGL
+1,269.0%
-2.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +1.0% | -1.1% | +2.1% | +1.4% |
| 30D | +16.0% | +13.1% | +2.9% | +11.0% |
| 3M | +23.4% | +9.8% | +13.7% | +19.4% |
| 6M | +1.7% | +15.3% | -13.6% | -3.5% |
| YTD | +41.6% | +12.7% | +28.9% | +34.8% |
| 1Y | +38.5% | +20.7% | +17.8% | +28.5% |
| 3Y | +105.7% | +34.3% | +71.5% | +79.2% |
| 5Y | +185.4% | +170.6% | +14.8% | +83.4% |
| 10Y | +504.1% | +330.6% | +173.5% | +198.7% |
| All | +1,267.0% | +1,269.0% | -2.0% | +279.9% |
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