+139.8%
CBOE vs AGI
+400.3%
-260.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -5.8% | -2.7% | -3.1% | -5.8% |
| 30D | -3.1% | +7.2% | -10.4% | -3.3% |
| 3M | -4.8% | +4.3% | -9.0% | -4.8% |
| 6M | -0.6% | -27.1% | +26.5% | +0.9% |
| YTD | +12.8% | -6.6% | +19.4% | +12.7% |
| 1Y | +19.8% | +9.5% | +10.3% | +18.4% |
| 3Y | +86.9% | +208.4% | -121.5% | +75.0% |
| All | +139.8% | +400.3% | -260.5% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling