+377.4%
APO vs VXX
-99.0%
+476.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | -0.4% |
| 7D | -3.5% | +2.0% | -5.5% | -2.9% |
| 30D | -6.6% | -7.1% | +0.5% | -8.3% |
| 3M | -3.3% | -28.6% | +25.4% | -11.5% |
| 6M | +22.6% | -44.0% | +66.6% | +5.8% |
| YTD | -9.8% | -31.7% | +22.0% | -16.1% |
| 1Y | -3.9% | -46.3% | +42.5% | -15.3% |
| 3Y | +52.5% | -78.3% | +130.7% | +27.3% |
| 5Y | +134.0% | -95.8% | +229.8% | +42.3% |
| All | +377.4% | -99.0% | +476.4% | +173.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling