-99.7%
UVXY vs AIG
+53.2%
-152.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.4% | -7.2% | -6.1% |
| 7D | +2.8% | -1.2% | +3.9% | +0.9% |
| 30D | -11.4% | -1.1% | -10.3% | -12.9% |
| 3M | -41.5% | +0.7% | -42.2% | -41.6% |
| 6M | -61.0% | -2.2% | -58.9% | -62.4% |
| YTD | -49.8% | -10.8% | -39.0% | -59.9% |
| 1Y | -66.4% | -2.0% | -64.4% | -67.6% |
| 3Y | -94.8% | +34.8% | -129.6% | -87.8% |
| All | -99.7% | +53.2% | -152.8% | -98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling