-73.2%
USO vs AEIS
+1,860.5%
-1,933.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +2.5% |
| 7D | +3.6% | +8.1% | -4.6% | +2.4% |
| 30D | +23.8% | -11.1% | +34.9% | +25.6% |
| 3M | +8.1% | -5.6% | +13.7% | +7.3% |
| 6M | +34.3% | -0.6% | +34.9% | +30.3% |
| YTD | +111.1% | +38.0% | +73.1% | +92.3% |
| 1Y | +99.9% | +87.2% | +12.7% | +71.5% |
| 3Y | +86.5% | +179.7% | -93.2% | +45.1% |
| 5Y | +200.5% | +241.7% | -41.2% | +119.7% |
| 10Y | +66.5% | +547.2% | -480.6% | +1.4% |
| All | -73.2% | +1,860.5% | -1,933.7% | -88.6% |
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