-64.8%
AAL vs UVXY
-100.0%
+35.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.8% | +8.0% | 0.0% |
| 7D | -0.9% | +2.8% | -3.7% | -0.3% |
| 30D | -12.9% | -11.4% | -1.5% | -14.6% |
| 3M | -11.2% | -41.5% | +30.3% | -18.6% |
| 6M | +17.8% | -61.0% | +78.9% | +2.7% |
| YTD | -15.1% | -49.8% | +34.7% | -20.3% |
| 1Y | +0.5% | -66.4% | +66.9% | -10.4% |
| 3Y | -7.7% | -94.8% | +87.1% | -24.0% |
| 5Y | -31.3% | -99.7% | +68.4% | -57.8% |
| All | -64.8% | -100.0% | +35.2% | -84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling