+253.4%
AG vs VXX
-78.4%
+331.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -3.9% |
| 7D | -6.7% | +2.0% | -8.7% | -6.3% |
| 30D | +2.2% | -7.1% | +9.3% | +0.8% |
| 3M | +15.7% | -28.6% | +44.3% | +8.9% |
| 6M | -23.8% | -44.0% | +20.2% | -30.4% |
| YTD | +17.6% | -31.7% | +49.4% | +12.6% |
| 1Y | +88.6% | -46.3% | +135.0% | +74.8% |
| 3Y | +253.4% | -78.3% | +331.7% | +257.9% |
| All | +253.4% | -78.4% | +331.8% | +257.9% |
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