+91.4%
USO vs AJG
-12.9%
+104.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +9.5% | -1.8% | +11.3% | +9.4% |
| 30D | +23.6% | +4.6% | +18.9% | +23.5% |
| 3M | +3.8% | +24.9% | -21.1% | +3.5% |
| 6M | +55.0% | +17.2% | +37.9% | +55.2% |
| YTD | +105.3% | +2.2% | +103.1% | +105.9% |
| 1Y | +91.4% | -11.5% | +102.9% | +91.5% |
| All | +91.4% | -12.9% | +104.3% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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