-4.4%
AA vs VXX
-99.0%
+94.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | -1.5% |
| 7D | -3.4% | +2.0% | -5.4% | -2.7% |
| 30D | -5.8% | -7.1% | +1.3% | -7.9% |
| 3M | -29.9% | -28.6% | -1.3% | -36.9% |
| 6M | -27.0% | -44.0% | +17.0% | -38.4% |
| YTD | -8.7% | -31.7% | +23.0% | -16.1% |
| 1Y | +50.6% | -46.3% | +97.0% | +30.6% |
| 3Y | +74.1% | -78.3% | +152.3% | +39.8% |
| 5Y | +2.6% | -95.8% | +98.4% | -44.9% |
| All | -4.4% | -99.0% | +94.6% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling