+82.0%
USO vs AEP
+174.9%
-92.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +9.1% | -0.9% | +10.1% | +9.1% |
| 30D | +21.7% | -1.1% | +22.7% | +21.7% |
| 3M | +20.2% | -3.3% | +23.5% | +20.3% |
| 6M | +43.4% | -4.6% | +48.0% | +43.6% |
| YTD | +124.0% | +9.4% | +114.6% | +123.0% |
| 1Y | +112.2% | +16.9% | +95.3% | +110.8% |
| 3Y | +97.7% | +76.6% | +21.0% | +92.1% |
| 5Y | +217.4% | +66.2% | +151.2% | +209.4% |
| All | +82.0% | +174.9% | -92.9% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 10y: compounded portfolio wealth divided by compounded AEP 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…
10y analysis · Full analysis span regression · 6 months rolling