+16.0%
AA vs UVXY
-70.8%
+86.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -14.1% | +16.9% | -0.1% |
| 7D | +0.9% | -6.3% | +7.2% | +0.1% |
| 30D | -6.4% | -2.7% | -3.8% | -6.2% |
| 3M | -13.0% | -29.9% | +17.0% | -18.1% |
| 6M | -34.6% | -56.5% | +21.9% | -42.8% |
| YTD | -23.0% | -54.8% | +31.8% | -28.1% |
| 1Y | +16.0% | -70.5% | +86.5% | -3.8% |
| All | +16.0% | -70.8% | +86.7% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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