+338.7%
AEM vs VXX
-78.4%
+417.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | +1.5% |
| 7D | -2.1% | +2.0% | -4.1% | -1.9% |
| 30D | +8.4% | -7.1% | +15.5% | +7.9% |
| 3M | +27.3% | -28.6% | +55.9% | +24.2% |
| 6M | -9.7% | -44.0% | +34.3% | -12.9% |
| YTD | +19.0% | -31.7% | +50.7% | +16.2% |
| 1Y | +31.5% | -46.3% | +77.8% | +27.2% |
| 3Y | +338.7% | -78.3% | +417.0% | +346.0% |
| All | +338.7% | -78.4% | +417.1% | +346.0% |
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 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