+97.7%
USO vs AJG
+8.2%
+89.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.3% |
| 7D | +9.1% | -8.3% | +17.4% | +8.4% |
| 30D | +21.7% | -5.7% | +27.4% | +21.1% |
| 3M | +20.2% | +9.1% | +11.2% | +21.2% |
| 6M | +43.4% | +15.2% | +28.1% | +44.9% |
| YTD | +124.0% | -6.3% | +130.3% | +122.4% |
| 1Y | +112.2% | -19.1% | +131.3% | +106.9% |
| 3Y | +97.7% | +8.2% | +89.4% | +116.8% |
| All | +97.7% | +8.2% | +89.5% | +116.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling