-78.3%
VXX vs AJG
+8.2%
-86.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -4.7% |
| 7D | +2.0% | -8.3% | +10.2% | -1.2% |
| 30D | -7.1% | -5.7% | -1.4% | -8.9% |
| 3M | -28.6% | +9.1% | -37.7% | -25.4% |
| 6M | -44.0% | +15.2% | -59.2% | -39.4% |
| YTD | -31.7% | -6.3% | -25.4% | -35.2% |
| 1Y | -46.3% | -19.1% | -27.2% | -54.8% |
| 3Y | -78.3% | +8.2% | -86.5% | -70.6% |
| All | -78.3% | +8.2% | -86.4% | -70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling