+18.7%
AEM vs UVXY
-70.8%
+89.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -14.1% | +23.8% | +6.4% |
| 7D | +0.2% | -6.3% | +6.5% | -0.5% |
| 30D | +0.1% | -2.7% | +2.8% | +0.7% |
| 3M | +22.1% | -29.9% | +52.0% | +15.9% |
| 6M | +2.4% | -56.5% | +58.9% | -8.7% |
| YTD | +8.9% | -54.8% | +63.7% | +0.1% |
| 1Y | +18.7% | -70.5% | +89.2% | -1.9% |
| All | +18.7% | -70.8% | +89.5% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling