+102.1%
USO vs AIG
+33.4%
+68.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-10 to 2026-09-10.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +11.5% | -2.4% | +13.8% | +11.5% |
| 30D | +24.1% | -2.9% | +27.1% | +24.2% |
| 3M | +17.9% | +0.8% | +17.1% | +17.7% |
| 6M | +49.6% | -2.7% | +52.3% | +49.7% |
| YTD | +129.0% | -11.2% | +140.2% | +132.2% |
| 1Y | +112.0% | -1.5% | +113.5% | +111.8% |
| All | +102.1% | +33.4% | +68.7% | +106.1% |
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 2023-09-10 to 2026-09-10: 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…
2023-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling