-74.0%
USO vs AEIS
+1,472.6%
-1,546.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -0.6% |
| 7D | -2.7% | +9.5% | -12.2% | -4.3% |
| 30D | -6.3% | -17.5% | +11.2% | -4.4% |
| 3M | +10.9% | -29.3% | +40.1% | +15.1% |
| 6M | +2.0% | -34.7% | +36.7% | +5.6% |
| YTD | +104.6% | +10.7% | +93.8% | +90.2% |
| 1Y | +94.5% | +7.4% | +87.2% | +81.5% |
| 3Y | +97.1% | +161.1% | -64.1% | +52.8% |
| 5Y | +151.6% | +150.7% | +0.9% | +91.3% |
| 10Y | +81.0% | +360.8% | -279.8% | +14.9% |
| All | -74.0% | +1,472.6% | -1,546.6% | -88.8% |
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 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