-100.0%
UVXY vs AEE
+505.0%
-605.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +3.2% |
| 7D | +11.0% | -0.7% | +11.7% | +9.9% |
| 30D | -8.8% | -2.0% | -6.8% | -11.7% |
| 3M | -41.9% | -2.8% | -39.1% | -45.0% |
| 6M | -61.2% | -3.6% | -57.6% | -63.5% |
| YTD | -46.2% | +7.3% | -53.5% | -40.2% |
| 1Y | -65.2% | +8.7% | -73.9% | -60.5% |
| 3Y | -94.6% | +46.0% | -140.6% | -89.5% |
| 5Y | -99.7% | +39.8% | -139.4% | -99.3% |
| 10Y | -100.0% | +191.4% | -291.4% | -100.0% |
| All | -100.0% | +505.0% | -605.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling