+97.7%
USO vs AEM
+339.2%
-241.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.1% |
| 7D | +9.1% | -2.1% | +11.2% | +9.0% |
| 30D | +21.7% | +8.4% | +13.2% | +22.2% |
| 3M | +20.2% | +27.3% | -7.0% | +21.8% |
| 6M | +43.4% | -9.7% | +53.0% | +45.7% |
| YTD | +124.0% | +19.0% | +105.0% | +120.3% |
| 1Y | +112.2% | +31.5% | +80.7% | +105.3% |
| 3Y | +97.7% | +338.7% | -241.0% | +59.1% |
| All | +97.7% | +339.2% | -241.5% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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