+49.6%
USO vs AJG
+12.8%
+36.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +5.6% |
| 7D | +11.5% | -8.5% | +20.0% | +10.5% |
| 30D | +24.1% | -3.8% | +27.9% | +23.5% |
| 3M | +17.9% | +10.8% | +7.1% | +19.2% |
| 6M | +49.6% | +15.6% | +34.0% | +53.9% |
| All | +49.6% | +12.8% | +36.8% | +53.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling