+355.1%
AEM vs UVXY
-100.0%
+455.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.8% | +8.6% | +1.6% |
| 7D | -2.1% | +2.8% | -4.9% | -2.0% |
| 30D | +8.4% | -11.4% | +19.8% | +8.0% |
| 3M | +27.3% | -41.5% | +68.8% | +25.0% |
| 6M | -9.7% | -61.0% | +51.4% | -12.2% |
| YTD | +19.0% | -49.8% | +68.8% | +17.2% |
| 1Y | +31.5% | -66.4% | +97.9% | +28.2% |
| 3Y | +338.7% | -94.8% | +433.5% | +320.3% |
| 5Y | +307.4% | -99.7% | +407.1% | +267.1% |
| All | +355.1% | -100.0% | +455.1% | +260.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling