-100.0%
UVXY vs AEIS
+3,570.0%
-3,670.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +1.0% |
| 7D | +2.3% | +6.5% | -4.2% | +11.1% |
| 30D | -15.0% | -9.2% | -5.8% | -25.3% |
| 3M | -39.8% | -8.3% | -31.5% | -44.5% |
| 6M | -60.0% | -6.3% | -53.7% | -59.8% |
| YTD | -48.8% | +36.5% | -85.3% | -6.4% |
| 1Y | -67.3% | +84.8% | -152.1% | -1.3% |
| 3Y | -94.8% | +176.6% | -271.4% | -46.0% |
| 5Y | -99.7% | +237.1% | -336.8% | -92.7% |
| 10Y | -100.0% | +554.7% | -654.7% | -99.9% |
| All | -100.0% | +3,570.0% | -3,670.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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