+145.3%
AEHR vs VXX
-51.0%
+196.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -9.6% | +3.1% | -16.3% |
| 7D | -5.7% | -4.1% | -1.6% | -8.8% |
| 30D | -41.7% | -0.8% | -40.9% | -40.4% |
| 3M | -44.6% | -19.8% | -24.8% | -54.4% |
| 6M | -28.9% | -40.5% | +11.6% | -53.5% |
| YTD | +201.3% | -35.5% | +236.9% | +126.8% |
| 1Y | +145.3% | -51.1% | +196.4% | +52.4% |
| All | +145.3% | -51.0% | +196.4% | +52.4% |
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