-100.0%
UVXY vs AIG
+66.2%
-166.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.4% | -7.2% | -6.2% |
| 7D | +2.8% | -1.2% | +3.9% | +1.0% |
| 30D | -11.4% | -1.1% | -10.3% | -12.8% |
| 3M | -41.5% | +0.7% | -42.2% | -41.6% |
| 6M | -61.0% | -2.2% | -58.9% | -62.2% |
| YTD | -49.8% | -10.8% | -39.0% | -58.6% |
| 1Y | -66.4% | -2.0% | -64.4% | -67.3% |
| 3Y | -94.8% | +34.8% | -129.6% | -88.8% |
| 5Y | -99.7% | +55.0% | -154.7% | -98.8% |
| All | -100.0% | +66.2% | -166.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling