-95.7%
VXX vs ACM
+1.2%
-96.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -3.2% |
| 7D | +2.0% | -4.6% | +6.6% | -2.7% |
| 30D | -7.1% | +4.1% | -11.2% | -2.8% |
| 3M | -28.6% | -8.3% | -20.3% | -34.9% |
| 6M | -44.0% | -30.1% | -13.9% | -62.9% |
| YTD | -31.7% | -32.6% | +0.9% | -55.8% |
| 1Y | -46.3% | -49.6% | +3.2% | -76.3% |
| 3Y | -78.3% | -23.0% | -55.2% | -78.7% |
| All | -95.7% | +1.2% | -96.9% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling