+386.5%
AEM vs VXX
-99.0%
+485.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | +1.6% |
| 7D | -2.1% | +2.0% | -4.1% | -2.0% |
| 30D | +8.4% | -7.1% | +15.5% | +8.0% |
| 3M | +27.3% | -28.6% | +55.9% | +24.9% |
| 6M | -9.7% | -44.0% | +34.3% | -12.3% |
| YTD | +19.0% | -31.7% | +50.7% | +17.1% |
| 1Y | +31.5% | -46.3% | +77.8% | +28.1% |
| 3Y | +338.7% | -78.3% | +417.0% | +321.5% |
| 5Y | +307.4% | -95.8% | +403.2% | +265.3% |
| All | +386.5% | -99.0% | +485.5% | +315.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling