+23.5%
CBOE vs ACI
-34.6%
+58.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | -3.7% | -7.1% | +3.4% | -3.2% |
| 30D | +2.0% | -4.5% | +6.5% | +2.3% |
| 3M | -4.2% | -22.3% | +18.0% | -3.4% |
| 6M | +1.2% | -28.4% | +29.6% | +2.7% |
| YTD | +15.4% | -29.5% | +44.9% | +17.4% |
| 1Y | +23.5% | -34.2% | +57.7% | +30.1% |
| All | +23.5% | -34.6% | +58.1% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling