+112.0%
USO vs AME
+26.3%
+85.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.5% | +5.0% |
| 7D | +11.5% | 0.0% | +11.4% | +11.5% |
| 30D | +24.1% | -8.6% | +32.7% | +17.2% |
| 3M | +17.9% | +5.8% | +12.2% | +23.5% |
| 6M | +49.6% | +3.8% | +45.8% | +59.2% |
| YTD | +129.0% | +14.4% | +114.6% | +142.7% |
| 1Y | +112.0% | +25.8% | +86.2% | +121.3% |
| All | +112.0% | +26.3% | +85.7% | +121.3% |
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