-98.9%
VXX vs AME
+220.5%
-319.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.0% | +1.8% |
| 7D | +7.2% | 0.0% | +7.1% | +7.2% |
| 30D | -5.8% | -8.6% | +2.8% | -18.4% |
| 3M | -29.0% | +5.8% | -34.8% | -21.4% |
| 6M | -44.0% | +3.8% | -47.8% | -38.2% |
| YTD | -28.7% | +14.4% | -43.1% | -5.9% |
| 1Y | -45.2% | +25.8% | -71.0% | -14.3% |
| 3Y | -77.8% | +55.2% | -133.0% | -39.4% |
| 5Y | -95.6% | +85.5% | -181.2% | -80.9% |
| All | -98.9% | +220.5% | -319.5% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling