-26.3%
APH vs VXX
-51.1%
+24.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.6% | -46.2% | -48.3% |
| 7D | -48.7% | -2.1% | -46.6% | -49.3% |
| 30D | -51.9% | -13.6% | -38.3% | -54.3% |
| 3M | -43.6% | -24.6% | -19.0% | -48.1% |
| 6M | -37.5% | -39.9% | +2.3% | -45.6% |
| YTD | -38.6% | -33.1% | -5.6% | -44.5% |
| 1Y | -26.3% | -49.9% | +23.6% | -36.1% |
| All | -26.3% | -51.1% | +24.8% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling