+1,014.0%
CBOE vs AGI
+168.7%
+845.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.4% |
| 7D | -3.7% | -5.4% | +1.7% | -3.6% |
| 30D | +2.0% | +6.6% | -4.7% | +1.8% |
| 3M | -4.2% | +8.2% | -12.4% | -4.5% |
| 6M | +1.2% | -29.3% | +30.5% | +2.0% |
| YTD | +15.4% | -7.4% | +22.7% | +15.2% |
| 1Y | +23.5% | +7.9% | +15.6% | +22.7% |
| 3Y | +93.2% | +206.2% | -113.0% | +86.3% |
| 5Y | +142.0% | +397.6% | -255.6% | +129.5% |
| 10Y | +379.2% | +383.4% | -4.2% | +349.8% |
| All | +1,014.0% | +168.7% | +845.4% | +933.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling