+1,036.7%
CBOE vs AEE
+677.5%
+359.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.6% | -2.0% |
| 7D | -4.6% | +1.3% | -6.0% | -5.1% |
| 30D | +2.6% | -1.2% | +3.9% | +3.0% |
| 3M | +4.9% | +1.0% | +3.9% | +4.4% |
| 6M | -2.2% | -2.3% | +0.1% | -1.7% |
| YTD | +17.7% | +9.1% | +8.6% | +13.7% |
| 1Y | +26.1% | +10.6% | +15.5% | +21.1% |
| 3Y | +97.1% | +48.5% | +48.6% | +69.3% |
| 5Y | +149.2% | +39.9% | +109.3% | +116.0% |
| 10Y | +385.1% | +185.7% | +199.4% | +228.3% |
| All | +1,036.7% | +677.5% | +359.2% | +433.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 all: compounded portfolio wealth divided by compounded AEE 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…
all analysis · Full analysis span regression · 6 months rolling