+804.4%
AAOI vs UVXY
-94.8%
+899.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.8% | +8.8% | -0.8% |
| 7D | -0.2% | +2.8% | -3.0% | +1.2% |
| 30D | -23.7% | -11.4% | -12.3% | -27.0% |
| 3M | -39.0% | -41.5% | +2.5% | -48.9% |
| 6M | -17.0% | -61.0% | +44.0% | -38.5% |
| YTD | +202.2% | -49.8% | +252.1% | +160.0% |
| 1Y | +292.4% | -66.4% | +358.8% | +210.1% |
| 3Y | +804.4% | -94.8% | +899.1% | +588.8% |
| All | +804.4% | -94.8% | +899.2% | +588.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling