+358.9%
CBOE vs AEIS
+562.2%
-203.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.2% | -2.6% |
| 7D | -5.8% | +2.3% | -8.1% | -6.0% |
| 30D | -3.1% | -14.8% | +11.7% | -2.0% |
| 3M | -4.8% | -15.6% | +10.8% | -4.0% |
| 6M | -0.6% | -8.7% | +8.1% | -1.1% |
| YTD | +12.8% | +37.3% | -24.5% | +7.3% |
| 1Y | +19.8% | +80.3% | -60.6% | +10.2% |
| 3Y | +86.9% | +177.9% | -91.0% | +58.2% |
| 5Y | +136.5% | +235.8% | -99.3% | +87.8% |
| All | +358.9% | +562.2% | -203.4% | +192.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling