-99.0%
VXX vs ACGL
+225.0%
-324.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.4% |
| 7D | +2.0% | -2.0% | +4.0% | -0.1% |
| 30D | -7.1% | -1.2% | -5.9% | -8.3% |
| 3M | -28.6% | +5.4% | -34.1% | -25.1% |
| 6M | -44.0% | +1.4% | -45.3% | -43.4% |
| YTD | -31.7% | +0.2% | -31.9% | -32.5% |
| 1Y | -46.3% | +4.1% | -50.5% | -44.4% |
| 3Y | -78.3% | +28.2% | -106.5% | -68.5% |
| 5Y | -95.8% | +159.5% | -255.3% | -83.9% |
| All | -99.0% | +225.0% | -324.0% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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