+160.9%
USO vs AEIS
+145.4%
+15.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +3.3% |
| 7D | -1.4% | +23.2% | -24.7% | -1.5% |
| 30D | -4.6% | -17.0% | +12.4% | -4.5% |
| 3M | +14.7% | -32.2% | +46.9% | +15.1% |
| 6M | +1.2% | -32.6% | +33.8% | +1.8% |
| YTD | +111.2% | +9.4% | +101.8% | +101.8% |
| 1Y | +109.3% | +7.7% | +101.6% | +100.1% |
| 3Y | +103.5% | +157.9% | -54.5% | +73.2% |
| 5Y | +160.9% | +154.8% | +6.2% | +128.0% |
| All | +160.9% | +145.4% | +15.5% | +128.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling