+0.9%
AON vs UVXY
-70.8%
+71.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -14.1% | +18.5% | +4.8% |
| 7D | +9.4% | -6.3% | +15.7% | +9.5% |
| 30D | +27.0% | -2.7% | +29.7% | +26.8% |
| 3M | -3.1% | -29.9% | +26.8% | -2.4% |
| 6M | +10.0% | -56.5% | +66.5% | +11.1% |
| YTD | -1.6% | -54.8% | +53.2% | -1.3% |
| 1Y | +0.9% | -70.5% | +71.4% | +1.9% |
| All | +0.9% | -70.8% | +71.6% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling