+676.6%
APH vs VXX
-99.0%
+775.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -0.9% |
| 7D | +0.2% | -3.0% | +3.2% | -0.5% |
| 30D | -3.3% | -11.5% | +8.1% | -6.0% |
| 3M | +14.0% | -27.3% | +41.4% | +6.5% |
| 6M | +24.4% | -49.6% | +74.0% | +8.4% |
| YTD | +21.4% | -32.0% | +53.5% | +14.8% |
| 1Y | +48.9% | -48.3% | +97.3% | +34.0% |
| 3Y | +290.1% | -78.9% | +369.0% | +235.5% |
| 5Y | +352.8% | -95.6% | +448.4% | +201.3% |
| All | +676.6% | -99.0% | +775.6% | +365.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling