+1,031.0%
CBOE vs AEIS
+2,069.7%
-1,038.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -0.8% | +6.5% | -7.2% | -1.4% |
| 30D | +2.7% | -9.2% | +11.9% | +3.6% |
| 3M | +0.7% | -8.3% | +9.1% | +0.7% |
| 6M | -2.0% | -6.3% | +4.4% | -3.0% |
| YTD | +17.1% | +36.5% | -19.4% | +10.1% |
| 1Y | +26.5% | +84.8% | -58.3% | +13.7% |
| 3Y | +96.1% | +176.6% | -80.5% | +61.1% |
| 5Y | +149.3% | +237.1% | -87.8% | +92.8% |
| 10Y | +386.5% | +554.7% | -168.2% | +208.0% |
| All | +1,031.0% | +2,069.7% | -1,038.7% | +431.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling