+224.5%
USO vs AEE
+38.5%
+186.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.2% | +6.8% | +5.6% |
| 7D | +11.5% | -0.7% | +12.1% | +11.5% |
| 30D | +24.1% | -2.0% | +26.1% | +24.1% |
| 3M | +17.9% | -2.8% | +20.8% | +17.9% |
| 6M | +49.6% | -3.6% | +53.2% | +49.5% |
| YTD | +129.0% | +7.3% | +121.7% | +127.5% |
| 1Y | +112.0% | +8.7% | +103.3% | +110.4% |
| 3Y | +102.3% | +46.0% | +56.3% | +95.1% |
| 5Y | +224.5% | +39.8% | +184.8% | +211.8% |
| All | +224.5% | +38.5% | +186.0% | +211.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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