+173.9%
AAL vs UVXY
-100.0%
+273.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -1.3% |
| 7D | -0.3% | -4.7% | +4.4% | -1.1% |
| 30D | -19.0% | -17.1% | -1.9% | -21.4% |
| 3M | -5.1% | -39.9% | +34.9% | -11.4% |
| 6M | +15.5% | -66.9% | +82.3% | +0.1% |
| YTD | -15.8% | -50.1% | +34.3% | -20.3% |
| 1Y | -0.3% | -68.3% | +68.0% | -10.5% |
| 3Y | -7.7% | -95.0% | +87.3% | -21.9% |
| 5Y | -32.5% | -99.7% | +67.2% | -54.5% |
| 10Y | -66.0% | -100.0% | +34.0% | -83.7% |
| All | +173.9% | -100.0% | +273.9% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling