+697.1%
APH vs VXX
-99.0%
+796.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.3% | +8.9% | +3.5% |
| 7D | +1.4% | +2.0% | -0.6% | +1.9% |
| 30D | -1.2% | -7.1% | +5.8% | -2.8% |
| 3M | +10.3% | -28.6% | +38.9% | +2.5% |
| 6M | +25.2% | -44.0% | +69.2% | +11.7% |
| YTD | +24.6% | -31.7% | +56.4% | +18.1% |
| 1Y | +41.4% | -46.3% | +87.8% | +28.4% |
| 3Y | +297.8% | -78.3% | +376.1% | +244.7% |
| 5Y | +366.0% | -95.8% | +461.8% | +206.4% |
| All | +697.1% | -99.0% | +796.1% | +379.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling