+228.1%
AEHR vs VXX
-51.1%
+279.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +0.6% | +12.5% | +13.6% |
| 7D | +6.7% | -3.5% | +10.2% | +3.2% |
| 30D | -12.7% | -13.6% | +0.9% | -23.9% |
| 3M | -26.0% | -24.6% | -1.4% | -39.8% |
| 6M | +102.2% | -39.9% | +142.1% | +42.3% |
| YTD | +327.2% | -33.1% | +360.3% | +233.1% |
| 1Y | +228.1% | -49.9% | +278.0% | +139.0% |
| All | +228.1% | -51.1% | +279.2% | +139.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling