+28.4%
CBOE vs AEIS
+93.3%
-65.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | +0.1% |
| 7D | -3.6% | +3.0% | -6.6% | -3.4% |
| 30D | +5.1% | -14.6% | +19.7% | +4.1% |
| 3M | +4.6% | -12.4% | +17.0% | +5.3% |
| 6M | -0.3% | -15.0% | +14.7% | +0.8% |
| YTD | +19.8% | +34.3% | -14.5% | +25.9% |
| 1Y | +28.4% | +87.4% | -59.0% | +42.8% |
| All | +28.4% | +93.3% | -65.0% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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