+91.4%
USO vs AEIS
+172.0%
-80.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.7% |
| 7D | +6.2% | +6.5% | -0.2% | +6.4% |
| 30D | +19.1% | -9.2% | +28.3% | +18.9% |
| 3M | +14.2% | -8.3% | +22.6% | +14.6% |
| 6M | +43.7% | -6.3% | +50.1% | +43.3% |
| YTD | +116.8% | +36.5% | +80.3% | +107.4% |
| 1Y | +104.3% | +84.8% | +19.6% | +87.7% |
| All | +91.4% | +172.0% | -80.7% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling