-78.0%
VXX vs ACGL
+30.4%
-108.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +2.0% |
| 7D | +1.6% | -2.1% | +3.7% | +0.4% |
| 30D | -9.5% | -2.2% | -7.3% | -10.5% |
| 3M | -27.3% | +6.3% | -33.6% | -24.4% |
| 6M | -43.3% | +0.5% | -43.8% | -43.0% |
| YTD | -30.9% | +0.2% | -31.1% | -30.9% |
| 1Y | -47.2% | +7.3% | -54.4% | -44.0% |
| All | -78.0% | +30.4% | -108.4% | -69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling