+213.1%
USO vs AJG
+74.4%
+138.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.2% |
| 7D | +9.1% | -8.3% | +17.4% | +9.0% |
| 30D | +21.7% | -5.7% | +27.4% | +21.6% |
| 3M | +20.2% | +9.1% | +11.2% | +20.2% |
| 6M | +43.4% | +15.2% | +28.1% | +43.1% |
| YTD | +124.0% | -6.3% | +130.3% | +123.9% |
| 1Y | +112.2% | -19.1% | +131.3% | +112.2% |
| 3Y | +97.7% | +8.2% | +89.4% | +95.4% |
| All | +213.1% | +74.4% | +138.7% | +199.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling