+39.0%
CBOE vs AGI
-1.1%
+40.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.8% | -10.5% | +0.8% |
| 7D | +7.7% | -5.3% | +13.0% | +7.5% |
| 30D | +24.4% | -7.1% | +31.6% | +24.1% |
| 3M | +20.0% | +4.4% | +15.6% | +20.6% |
| 6M | +2.4% | -23.0% | +25.4% | +2.9% |
| YTD | +38.5% | -22.0% | +60.5% | +37.2% |
| 1Y | +39.0% | +0.3% | +38.7% | +33.5% |
| All | +39.0% | -1.1% | +40.1% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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