-95.7%
VXX vs AFL
+133.8%
-229.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -3.5% |
| 7D | +2.0% | -1.6% | +3.6% | +0.3% |
| 30D | -7.1% | -4.0% | -3.1% | -11.1% |
| 3M | -28.6% | -0.5% | -28.1% | -29.2% |
| 6M | -44.0% | +6.5% | -50.5% | -39.6% |
| YTD | -31.7% | +6.2% | -37.9% | -26.9% |
| 1Y | -46.3% | +8.3% | -54.6% | -40.9% |
| 3Y | -78.3% | +62.5% | -140.8% | -56.6% |
| All | -95.7% | +133.8% | -229.5% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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