+43.7%
USO vs AON
-10.4%
+54.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.5% | +6.2% | +2.3% |
| 7D | +6.2% | -7.9% | +14.2% | +5.4% |
| 30D | +19.1% | -14.6% | +33.7% | +17.2% |
| 3M | +14.2% | -7.9% | +22.1% | +12.5% |
| 6M | +43.7% | -8.0% | +51.8% | +40.7% |
| All | +43.7% | -10.4% | +54.1% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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