+197.7%
AON vs UVXY
-100.0%
+297.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.8% | +5.1% | -2.2% |
| 7D | -6.3% | +2.8% | -9.1% | -6.1% |
| 30D | -14.1% | -11.4% | -2.7% | -14.9% |
| 3M | -9.5% | -41.5% | +32.0% | -12.9% |
| 6M | -4.0% | -61.0% | +57.0% | -10.0% |
| YTD | -13.8% | -49.8% | +36.0% | -16.9% |
| 1Y | -18.3% | -66.4% | +48.2% | -23.1% |
| 3Y | -7.2% | -94.8% | +87.6% | -17.6% |
| 5Y | +7.3% | -99.7% | +107.0% | -19.7% |
| All | +197.7% | -100.0% | +297.7% | +75.8% |
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