-99.0%
VXX vs AEIS
+285.7%
-384.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.9% | -9.2% | -0.3% |
| 7D | +2.0% | +2.3% | -0.3% | +4.1% |
| 30D | -7.1% | -14.8% | +7.7% | -17.9% |
| 3M | -28.6% | -15.6% | -13.0% | -35.5% |
| 6M | -44.0% | -8.7% | -35.3% | -43.3% |
| YTD | -31.7% | +37.3% | -69.1% | +2.9% |
| 1Y | -46.3% | +80.3% | -126.7% | +7.7% |
| 3Y | -78.3% | +177.9% | -256.2% | -8.9% |
| 5Y | -95.8% | +235.8% | -331.7% | -74.2% |
| All | -99.0% | +285.7% | -384.7% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling