-100.0%
UVXY vs AIG
+400.3%
-500.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +3.4% |
| 7D | +2.3% | -1.4% | +3.7% | -0.4% |
| 30D | -15.0% | -3.3% | -11.7% | -20.5% |
| 3M | -39.8% | +2.2% | -42.0% | -38.6% |
| 6M | -60.0% | -2.1% | -57.9% | -61.8% |
| YTD | -48.8% | -11.2% | -37.7% | -60.4% |
| 1Y | -67.3% | -2.1% | -65.2% | -69.0% |
| 3Y | -94.8% | +34.4% | -129.2% | -87.6% |
| 5Y | -99.7% | +53.7% | -153.4% | -98.4% |
| 10Y | -100.0% | +64.4% | -164.4% | -100.0% |
| All | -100.0% | +400.3% | -500.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling