-99.0%
VXX vs ACM
+70.1%
-169.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | -1.9% |
| 7D | +1.6% | -3.7% | +5.2% | -2.8% |
| 30D | -9.5% | -12.7% | +3.2% | -23.6% |
| 3M | -27.3% | -9.8% | -17.5% | -36.1% |
| 6M | -43.3% | -31.4% | -11.9% | -64.7% |
| YTD | -30.9% | -32.1% | +1.2% | -56.7% |
| 1Y | -47.2% | -47.8% | +0.6% | -76.4% |
| 3Y | -78.5% | -22.1% | -56.4% | -80.0% |
| 5Y | -95.6% | +1.8% | -97.4% | -92.8% |
| All | -99.0% | +70.1% | -169.0% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling