+285.6%
APH vs VXX
-78.1%
+363.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.1% |
| 7D | +1.6% | +1.6% | +0.1% | +2.1% |
| 30D | -3.0% | -9.5% | +6.5% | -5.3% |
| 3M | +5.7% | -27.3% | +33.0% | -1.6% |
| 6M | +20.0% | -43.3% | +63.3% | +6.6% |
| YTD | +20.8% | -30.9% | +51.7% | +14.0% |
| 1Y | +40.2% | -47.2% | +87.4% | +26.0% |
| All | +285.6% | -78.1% | +363.7% | +244.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling