+490.7%
AEP vs UVXY
-100.0%
+590.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.5% |
| 7D | +0.9% | +2.3% | -1.4% | +1.0% |
| 30D | +1.5% | -15.0% | +16.5% | +0.9% |
| 3M | -1.7% | -39.8% | +38.1% | -3.5% |
| 6M | -4.0% | -60.0% | +56.0% | -7.0% |
| YTD | +10.6% | -48.8% | +59.4% | +8.7% |
| 1Y | +18.6% | -67.3% | +85.9% | +14.9% |
| 3Y | +78.7% | -94.8% | +173.5% | +68.1% |
| 5Y | +65.1% | -99.7% | +164.8% | +43.2% |
| 10Y | +177.7% | -100.0% | +277.7% | +103.4% |
| All | +490.7% | -100.0% | +590.7% | +197.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling