+96.4%
AEHR vs VXX
-78.4%
+174.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | -1.1% |
| 7D | +9.8% | +2.0% | +7.8% | +10.8% |
| 30D | -26.7% | -7.1% | -19.6% | -29.3% |
| 3M | -8.1% | -28.6% | +20.5% | -19.4% |
| 6M | +123.1% | -44.0% | +167.0% | +84.3% |
| YTD | +369.0% | -31.7% | +400.7% | +335.5% |
| 1Y | +256.4% | -46.3% | +302.7% | +212.1% |
| 3Y | +96.4% | -78.3% | +174.6% | +82.2% |
| All | +96.4% | -78.4% | +174.8% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling