-100.0%
UVXY vs AEE
+191.1%
-291.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.7% | -6.8% |
| 7D | +2.8% | -0.8% | +3.6% | +1.9% |
| 30D | -11.4% | -2.9% | -8.4% | -14.4% |
| 3M | -41.5% | -2.4% | -39.1% | -43.3% |
| 6M | -61.0% | -2.7% | -58.3% | -62.2% |
| YTD | -49.8% | +7.3% | -57.1% | -45.5% |
| 1Y | -66.4% | +7.5% | -74.0% | -63.4% |
| 3Y | -94.8% | +46.2% | -141.0% | -91.2% |
| 5Y | -99.7% | +39.7% | -139.4% | -99.5% |
| All | -100.0% | +191.1% | -291.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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