+518.7%
CBOE vs ACM
+132.6%
+386.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | +6.3% | +5.6% | +0.6% | +5.0% |
| 30D | +24.9% | +20.8% | +4.1% | +19.9% |
| 3M | +28.5% | +11.4% | +17.0% | +25.1% |
| 6M | +2.9% | +0.9% | +1.9% | +1.7% |
| YTD | +50.7% | -24.8% | +75.5% | +58.5% |
| 1Y | +45.5% | -46.4% | +91.9% | +66.4% |
| 3Y | +116.3% | -9.2% | +125.6% | +108.9% |
| 5Y | +204.3% | +5.0% | +199.4% | +176.6% |
| All | +518.7% | +132.6% | +386.1% | +327.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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