+170.5%
AEP vs UVXY
-100.0%
+270.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.8% | +6.7% | -0.3% |
| 7D | -0.9% | +2.8% | -3.7% | -0.8% |
| 30D | -1.1% | -11.4% | +10.3% | -1.4% |
| 3M | -3.3% | -41.5% | +38.2% | -4.9% |
| 6M | -4.6% | -61.0% | +56.4% | -7.2% |
| YTD | +9.4% | -49.8% | +59.3% | +7.7% |
| 1Y | +16.9% | -66.4% | +83.4% | +13.9% |
| 3Y | +76.6% | -94.8% | +171.4% | +67.3% |
| 5Y | +66.2% | -99.7% | +165.9% | +45.2% |
| All | +170.5% | -100.0% | +270.5% | +103.6% |
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