+86.1%
USO vs AME
+427.9%
-341.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.5% | +5.9% |
| 7D | +11.5% | 0.0% | +11.4% | +11.4% |
| 30D | +24.1% | -8.6% | +32.7% | +27.9% |
| 3M | +17.9% | +5.8% | +12.2% | +14.7% |
| 6M | +49.6% | +3.8% | +45.8% | +44.6% |
| YTD | +129.0% | +14.4% | +114.6% | +111.2% |
| 1Y | +112.0% | +25.8% | +86.2% | +86.7% |
| 3Y | +102.3% | +55.2% | +47.1% | +56.7% |
| 5Y | +224.5% | +85.5% | +139.0% | +123.5% |
| All | +86.1% | +427.9% | -341.8% | -19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling