-51.1%
VXX vs ACI
-18.4%
-32.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.5% | -13.2% | -10.2% |
| 7D | -4.1% | +4.5% | -8.6% | -4.9% |
| 30D | -0.8% | +20.9% | -21.7% | -3.7% |
| 3M | -19.8% | +15.2% | -35.0% | -21.7% |
| 6M | -40.5% | -13.3% | -27.2% | -38.4% |
| YTD | -35.5% | -16.2% | -19.4% | -31.4% |
| 1Y | -51.1% | -16.9% | -34.2% | -47.5% |
| All | -51.1% | -18.4% | -32.7% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling