+345.6%
APH vs VXX
-95.3%
+440.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -0.6% |
| 7D | -2.2% | +7.2% | -9.4% | -0.5% |
| 30D | -4.0% | -5.8% | +1.8% | -5.3% |
| 3M | +7.7% | -29.0% | +36.7% | -0.2% |
| 6M | +17.8% | -44.0% | +61.8% | +4.7% |
| YTD | +19.2% | -28.7% | +47.9% | +13.7% |
| 1Y | +35.7% | -45.2% | +80.9% | +23.4% |
| 3Y | +282.9% | -77.8% | +360.7% | +233.5% |
| 5Y | +345.6% | -95.6% | +441.3% | +187.1% |
| All | +345.6% | -95.3% | +440.9% | +187.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling