+358.9%
CBOE vs ACM
+134.0%
+224.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.3% | -2.5% |
| 7D | -5.8% | -4.6% | -1.2% | -4.9% |
| 30D | -3.1% | +4.1% | -7.2% | -4.2% |
| 3M | -4.8% | -8.3% | +3.5% | -3.6% |
| 6M | -0.6% | -30.1% | +29.5% | +6.7% |
| YTD | +12.8% | -32.6% | +45.4% | +21.5% |
| 1Y | +19.8% | -49.6% | +69.3% | +38.1% |
| 3Y | +86.9% | -23.0% | +110.0% | +88.2% |
| 5Y | +136.5% | +2.0% | +134.6% | +115.5% |
| All | +358.9% | +134.0% | +224.8% | +207.8% |
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