Active matter constantly dissipates energy to power the self-propulsion of its microscopic constituents. This opens the door to designing innovative cyclic engines without any equilibrium equivalent. We offer a consistent thermodynamic framework to characterize and optimize the performances of such cycles. Based on a minimal model, we put forward a protocol which extracts work by controlling only the properties of the confining walls at boundaries, and we rationalize the transitions between optimal cycles. We show that the corresponding power and efficiency are generally proportional, so that they reach their maximum values at the same cycle time in contrast with thermal cycles, and we provide a generic relation constraining the fluctuations of the power.