+61.0%
AA vs VXX
-51.1%
+112.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -1.9% |
| 7D | -0.7% | -3.5% | +2.8% | -1.8% |
| 30D | +5.0% | -13.6% | +18.6% | +0.3% |
| 3M | -35.8% | -24.6% | -11.2% | -40.6% |
| 6M | -18.4% | -39.9% | +21.5% | -27.6% |
| YTD | -5.5% | -33.1% | +27.6% | -11.8% |
| 1Y | +61.0% | -49.9% | +110.9% | +40.2% |
| All | +61.0% | -51.1% | +112.1% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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