+41.4%
APH vs VXX
-46.7%
+88.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.3% | +8.9% | +3.2% |
| 7D | +1.4% | +2.0% | -0.6% | +2.1% |
| 30D | -1.2% | -7.1% | +5.8% | -3.4% |
| 3M | +10.3% | -28.6% | +38.9% | -0.2% |
| 6M | +25.2% | -44.0% | +69.2% | +7.2% |
| YTD | +24.6% | -31.7% | +56.4% | +13.9% |
| 1Y | +41.4% | -46.3% | +87.8% | +24.6% |
| All | +41.4% | -46.7% | +88.1% | +24.6% |
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