+149.3%
CBOE vs ACI
-43.7%
+193.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.3% |
| 7D | -0.8% | -5.0% | +4.3% | -0.4% |
| 30D | +2.7% | -2.3% | +5.0% | +2.9% |
| 3M | +0.7% | -23.2% | +23.9% | +2.3% |
| 6M | -2.0% | -29.5% | +27.5% | +0.2% |
| YTD | +17.1% | -28.6% | +45.7% | +19.6% |
| 1Y | +26.5% | -34.0% | +60.5% | +29.9% |
| 3Y | +96.1% | -45.0% | +141.1% | +104.4% |
| 5Y | +149.3% | -44.0% | +193.3% | +154.2% |
| All | +149.3% | -43.7% | +193.0% | +154.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling