-70.5%
UVXY vs AIG
+6.0%
-76.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +1.5% | -15.6% | -14.0% |
| 7D | -6.3% | +2.3% | -8.6% | -6.1% |
| 30D | -2.7% | +8.8% | -11.5% | -1.7% |
| 3M | -29.9% | +3.7% | -33.6% | -29.7% |
| 6M | -56.5% | +6.8% | -63.2% | -56.4% |
| YTD | -54.8% | -2.6% | -52.2% | -53.9% |
| 1Y | -70.5% | +3.7% | -74.3% | -68.7% |
| All | -70.5% | +6.0% | -76.5% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling