+102.2%
USO vs AIG
+6.0%
+96.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.5% | -9.5% | -7.7% |
| 7D | -12.7% | +2.3% | -15.0% | -12.2% |
| 30D | +1.0% | +8.8% | -7.8% | +3.1% |
| 3M | +25.6% | +3.7% | +21.9% | +27.1% |
| 6M | -1.5% | +6.8% | -8.2% | +0.8% |
| YTD | +110.3% | -2.6% | +112.9% | +119.9% |
| 1Y | +102.2% | +3.7% | +98.4% | +109.8% |
| All | +102.2% | +6.0% | +96.2% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling