+1,314.2%
AAOI vs VXX
-95.6%
+1,409.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.3% | +6.3% | -0.1% |
| 7D | -0.2% | +2.0% | -2.1% | +1.0% |
| 30D | -23.7% | -7.1% | -16.6% | -26.2% |
| 3M | -39.0% | -28.6% | -10.4% | -46.8% |
| 6M | -17.0% | -44.0% | +26.9% | -33.9% |
| YTD | +202.2% | -31.7% | +234.0% | +171.7% |
| 1Y | +292.4% | -46.3% | +338.8% | +231.9% |
| 3Y | +804.4% | -78.3% | +882.6% | +688.4% |
| All | +1,314.2% | -95.6% | +1,409.9% | +766.3% |
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