+1,314.2%
AAOI vs UVXY
-99.7%
+1,413.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.8% | +8.8% | -0.3% |
| 7D | -0.2% | +2.8% | -3.0% | +1.0% |
| 30D | -23.7% | -11.4% | -12.3% | -26.4% |
| 3M | -39.0% | -41.5% | +2.5% | -47.3% |
| 6M | -17.0% | -61.0% | +44.0% | -35.1% |
| YTD | +202.2% | -49.8% | +252.1% | +167.7% |
| 1Y | +292.4% | -66.4% | +358.8% | +225.6% |
| 3Y | +804.4% | -94.8% | +899.1% | +650.2% |
| All | +1,314.2% | -99.7% | +1,413.9% | +683.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling