-73.2%
USO vs AEIS
+1,391.7%
-1,464.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.6% | +0.2% |
| 7D | -1.9% | +11.5% | -13.4% | -3.6% |
| 30D | -5.2% | -15.8% | +10.6% | -3.6% |
| 3M | +16.4% | -33.3% | +49.8% | +21.8% |
| 6M | +2.5% | -35.2% | +37.7% | +6.1% |
| YTD | +110.5% | +5.0% | +105.5% | +97.1% |
| 1Y | +108.4% | +8.5% | +99.9% | +93.8% |
| 3Y | +99.6% | +152.9% | -53.2% | +55.3% |
| 5Y | +160.1% | +144.6% | +15.4% | +98.1% |
| 10Y | +86.3% | +337.1% | -250.9% | +19.1% |
| All | -73.2% | +1,391.7% | -1,464.9% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling