+142.0%
CBOE vs AEIS
+219.6%
-77.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.7% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +2.0% | -16.4% | +18.4% | +1.3% |
| 3M | -4.2% | -11.1% | +6.9% | -4.1% |
| 6M | +1.2% | -12.0% | +13.2% | +1.5% |
| YTD | +15.4% | +30.9% | -15.5% | +17.4% |
| 1Y | +23.5% | +74.3% | -50.8% | +26.9% |
| 3Y | +93.2% | +165.2% | -72.0% | +99.0% |
| 5Y | +142.0% | +220.0% | -78.1% | +134.3% |
| All | +142.0% | +219.6% | -77.6% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling