+285.2%
APH vs VXX
-94.2%
+379.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -1.2% |
| 7D | +4.9% | -14.7% | +19.5% | +1.2% |
| 30D | -5.4% | +8.9% | -14.3% | -1.0% |
| 3M | -5.5% | -4.5% | -0.9% | -3.9% |
| 6M | +25.9% | -34.0% | +59.9% | +18.2% |
| YTD | +16.4% | -29.2% | +45.6% | +13.8% |
| 1Y | +16.5% | -46.8% | +63.3% | +7.0% |
| 3Y | +270.9% | -76.2% | +347.1% | +232.5% |
| All | +285.2% | -94.2% | +379.4% | +166.7% |
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 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