+745.9%
AON vs UVXY
-100.0%
+845.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | +1.4% |
| 7D | -5.9% | +11.0% | -16.9% | -5.1% |
| 30D | -13.7% | -8.8% | -4.9% | -14.2% |
| 3M | -8.3% | -41.9% | +33.6% | -11.9% |
| 6M | -3.6% | -61.2% | +57.5% | -9.7% |
| YTD | -12.4% | -46.2% | +33.8% | -15.1% |
| 1Y | -14.6% | -65.2% | +50.6% | -19.5% |
| 3Y | -5.7% | -94.6% | +88.9% | -15.9% |
| 5Y | +9.1% | -99.7% | +108.8% | -16.5% |
| 10Y | +208.7% | -100.0% | +308.7% | +81.5% |
| All | +745.9% | -100.0% | +845.9% | +177.7% |
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