-78.3%
VXX vs AEIS
+173.7%
-251.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.9% | -9.2% | -0.7% |
| 7D | +2.0% | +2.3% | -0.3% | +3.9% |
| 30D | -7.1% | -14.8% | +7.7% | -16.7% |
| 3M | -28.6% | -15.6% | -13.0% | -34.7% |
| 6M | -44.0% | -8.7% | -35.3% | -42.3% |
| YTD | -31.7% | +37.3% | -69.1% | +7.8% |
| 1Y | -46.3% | +80.3% | -126.7% | +17.2% |
| 3Y | -78.3% | +177.9% | -256.2% | -6.9% |
| All | -78.3% | +173.7% | -251.9% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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