-73.2%
USO vs AEM
+724.8%
-798.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.1% |
| 7D | +3.6% | +4.3% | -0.8% | +2.8% |
| 30D | +23.8% | +13.1% | +10.7% | +20.9% |
| 3M | +8.1% | +24.8% | -16.7% | +3.2% |
| 6M | +34.3% | -8.2% | +42.5% | +33.7% |
| YTD | +111.1% | +19.8% | +91.3% | +99.1% |
| 1Y | +99.9% | +32.1% | +67.9% | +84.0% |
| 3Y | +86.5% | +348.2% | -261.7% | +33.7% |
| 5Y | +200.5% | +297.5% | -96.9% | +116.2% |
| 10Y | +66.5% | +343.3% | -276.8% | +10.0% |
| All | -73.2% | +724.8% | -798.0% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling