-46.3%
VXX vs AJG
-17.2%
-29.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -4.2% |
| 7D | +2.0% | -8.3% | +10.2% | +2.5% |
| 30D | -7.1% | -5.7% | -1.4% | -6.8% |
| 3M | -28.6% | +9.1% | -37.7% | -28.4% |
| 6M | -44.0% | +15.2% | -59.2% | -43.5% |
| YTD | -31.7% | -6.3% | -25.4% | -32.2% |
| 1Y | -46.3% | -19.1% | -27.2% | -50.0% |
| All | -46.3% | -17.2% | -29.2% | -50.0% |
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