+91.4%
USO vs AME
+29.8%
+61.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | +0.9% |
| 7D | +9.5% | +0.6% | +8.8% | +10.0% |
| 30D | +23.6% | -6.7% | +30.3% | +18.4% |
| 3M | +3.8% | +4.1% | -0.3% | +7.6% |
| 6M | +55.0% | +1.6% | +53.5% | +66.4% |
| YTD | +105.3% | +16.1% | +89.1% | +119.5% |
| 1Y | +91.4% | +27.3% | +64.0% | +101.2% |
| All | +91.4% | +29.8% | +61.6% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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