-95.7%
VXX vs AJG
+74.4%
-170.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -5.2% |
| 7D | +2.0% | -8.3% | +10.2% | -3.9% |
| 30D | -7.1% | -5.7% | -1.4% | -10.7% |
| 3M | -28.6% | +9.1% | -37.7% | -23.6% |
| 6M | -44.0% | +15.2% | -59.2% | -36.9% |
| YTD | -31.7% | -6.3% | -25.4% | -36.9% |
| 1Y | -46.3% | -19.1% | -27.2% | -57.5% |
| 3Y | -78.3% | +8.2% | -86.5% | -73.4% |
| All | -95.7% | +74.4% | -170.0% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling