+240.6%
CBOE vs ACI
+17.4%
+223.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.5% |
| 7D | -3.7% | -7.1% | +3.4% | -3.4% |
| 30D | +2.0% | -4.5% | +6.5% | +2.1% |
| 3M | -4.2% | -22.3% | +18.0% | -3.6% |
| 6M | +1.2% | -28.4% | +29.6% | +2.2% |
| YTD | +15.4% | -29.5% | +44.9% | +16.6% |
| 1Y | +23.5% | -34.2% | +57.7% | +25.0% |
| 3Y | +93.2% | -45.7% | +138.9% | +96.8% |
| 5Y | +142.0% | -40.8% | +182.7% | +146.3% |
| All | +240.6% | +17.4% | +223.2% | +274.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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