-32.6%
AAL vs VXX
-95.6%
+63.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | -0.1% |
| 7D | -0.9% | +2.0% | -2.9% | -0.2% |
| 30D | -12.9% | -7.1% | -5.8% | -14.8% |
| 3M | -11.2% | -28.6% | +17.4% | -19.3% |
| 6M | +17.8% | -44.0% | +61.8% | +1.2% |
| YTD | -15.1% | -31.7% | +16.6% | -20.8% |
| 1Y | +0.5% | -46.3% | +46.8% | -11.4% |
| 3Y | -7.7% | -78.3% | +70.6% | -25.7% |
| All | -32.6% | -95.6% | +63.0% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling