-73.2%
USO vs AEE
+387.8%
-461.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.6% |
| 7D | +3.6% | +1.3% | +2.3% | +3.2% |
| 30D | +23.8% | -1.2% | +25.0% | +24.1% |
| 3M | +8.1% | +1.0% | +7.0% | +7.5% |
| 6M | +34.3% | -2.3% | +36.5% | +34.4% |
| YTD | +111.1% | +9.1% | +102.0% | +105.2% |
| 1Y | +99.9% | +10.6% | +89.4% | +93.5% |
| 3Y | +86.5% | +48.5% | +38.0% | +64.3% |
| 5Y | +200.5% | +39.9% | +160.7% | +166.6% |
| 10Y | +66.5% | +185.7% | -119.2% | +11.9% |
| All | -73.2% | +387.8% | -461.0% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling