+140.4%
AEP vs VXX
-99.0%
+239.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | -0.4% |
| 7D | -0.9% | +2.0% | -2.9% | -0.8% |
| 30D | -1.1% | -7.1% | +6.0% | -1.5% |
| 3M | -3.3% | -28.6% | +25.4% | -5.1% |
| 6M | -4.6% | -44.0% | +39.3% | -7.5% |
| YTD | +9.4% | -31.7% | +41.1% | +7.7% |
| 1Y | +16.9% | -46.3% | +63.3% | +13.7% |
| 3Y | +76.6% | -78.3% | +154.9% | +67.1% |
| 5Y | +66.2% | -95.8% | +162.0% | +42.3% |
| All | +140.4% | -99.0% | +239.3% | +96.3% |
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