-64.8%
AAL vs USO
+86.2%
-151.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.3% |
| 7D | -0.9% | +9.1% | -10.0% | -1.1% |
| 30D | -12.9% | +21.7% | -34.5% | -13.3% |
| 3M | -11.2% | +20.2% | -31.4% | -11.7% |
| 6M | +17.8% | +43.4% | -25.5% | +13.9% |
| YTD | -15.1% | +124.0% | -139.1% | -22.5% |
| 1Y | +0.5% | +112.2% | -111.7% | -7.7% |
| 3Y | -7.7% | +97.7% | -105.3% | -15.8% |
| 5Y | -31.3% | +217.4% | -248.8% | -45.3% |
| All | -64.8% | +86.2% | -151.0% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 10y: compounded portfolio wealth divided by compounded USO 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…
10y analysis · Full analysis span regression · 6 months rolling