+224.5%
USO vs AEP
+63.6%
+161.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +5.6% |
| 7D | +11.5% | -1.0% | +12.5% | +11.5% |
| 30D | +24.1% | -0.1% | +24.2% | +24.1% |
| 3M | +17.9% | -3.2% | +21.1% | +18.1% |
| 6M | +49.6% | -5.3% | +54.9% | +50.0% |
| YTD | +129.0% | +9.5% | +119.5% | +127.4% |
| 1Y | +112.0% | +17.5% | +94.5% | +109.6% |
| 3Y | +102.3% | +77.0% | +25.3% | +90.6% |
| 5Y | +224.5% | +66.4% | +158.2% | +191.0% |
| All | +224.5% | +63.6% | +161.0% | +191.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling