+82.0%
USO vs AEIS
+562.2%
-480.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.1% | -2.8% |
| 7D | +9.1% | +2.3% | +6.9% | +8.8% |
| 30D | +21.7% | -14.8% | +36.5% | +23.7% |
| 3M | +20.2% | -15.6% | +35.8% | +21.5% |
| 6M | +43.4% | -8.7% | +52.1% | +41.3% |
| YTD | +124.0% | +37.3% | +86.6% | +104.6% |
| 1Y | +112.2% | +80.3% | +31.9% | +83.5% |
| 3Y | +97.7% | +177.9% | -80.3% | +53.5% |
| 5Y | +217.4% | +235.8% | -18.4% | +130.9% |
| All | +82.0% | +562.2% | -480.2% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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