-78.3%
VXX vs ACM
-22.9%
-55.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -3.4% |
| 7D | +2.0% | -4.6% | +6.6% | -1.9% |
| 30D | -7.1% | +4.1% | -11.2% | -3.4% |
| 3M | -28.6% | -8.3% | -20.3% | -33.8% |
| 6M | -44.0% | -30.1% | -13.9% | -61.2% |
| YTD | -31.7% | -32.6% | +0.9% | -53.7% |
| 1Y | -46.3% | -49.6% | +3.2% | -75.2% |
| 3Y | -78.3% | -23.0% | -55.2% | -76.6% |
| All | -78.3% | -22.9% | -55.4% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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