-45.9%
VXX vs AJG
+13.5%
-59.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -6.0% | -6.2% |
| 7D | +4.0% | -2.2% | +6.3% | +4.4% |
| 30D | +6.4% | +20.6% | -14.2% | +3.4% |
| 3M | -11.5% | +11.5% | -23.0% | -13.2% |
| 6M | -37.7% | +42.9% | -80.5% | -39.0% |
| YTD | -32.9% | +10.0% | -42.9% | -34.6% |
| 1Y | -45.9% | +11.9% | -57.7% | -46.6% |
| All | -45.9% | +13.5% | -59.4% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling