-78.3%
VXX vs AME
+59.6%
-137.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.3% | -7.5% | +0.7% |
| 7D | +2.0% | +1.7% | +0.2% | +4.9% |
| 30D | -7.1% | -6.4% | -0.7% | -16.1% |
| 3M | -28.6% | +7.1% | -35.7% | -19.4% |
| 6M | -44.0% | +8.2% | -52.2% | -33.6% |
| YTD | -31.7% | +18.2% | -49.9% | -4.4% |
| 1Y | -46.3% | +26.7% | -73.1% | -14.5% |
| 3Y | -78.3% | +60.7% | -139.0% | -31.6% |
| All | -78.3% | +59.6% | -137.9% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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