+373.4%
APO vs VXX
-98.9%
+472.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -1.4% |
| 7D | -4.9% | +7.2% | -12.0% | -2.9% |
| 30D | -8.4% | -5.8% | -2.6% | -9.9% |
| 3M | -2.1% | -29.0% | +27.0% | -10.5% |
| 6M | +19.2% | -44.0% | +63.2% | +2.9% |
| YTD | -10.5% | -28.7% | +18.1% | -15.8% |
| 1Y | -2.7% | -45.2% | +42.5% | -13.7% |
| 3Y | +52.5% | -77.8% | +130.3% | +28.0% |
| 5Y | +132.1% | -95.6% | +227.7% | +42.8% |
| All | +373.4% | -98.9% | +472.4% | +174.9% |
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