+327.9%
CBOE vs ALC
+26.4%
+301.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +4.5% | -6.2% | +10.6% | +5.8% |
| 30D | +26.2% | +14.0% | +12.2% | +22.8% |
| 3M | +27.1% | -2.4% | +29.5% | +27.5% |
| 6M | +4.2% | +12.6% | -8.4% | +1.2% |
| YTD | +48.0% | -8.4% | +56.5% | +49.4% |
| 1Y | +42.4% | -9.1% | +51.6% | +43.9% |
| 3Y | +116.8% | -0.3% | +117.1% | +106.5% |
| 5Y | +199.0% | -9.9% | +209.0% | +191.0% |
| All | +327.9% | +26.4% | +301.5% | +247.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling