-72.4%
USO vs AON
+842.3%
-914.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.5% | +6.2% | +3.6% |
| 7D | +6.2% | -7.9% | +14.2% | +8.5% |
| 30D | +19.1% | -14.6% | +33.7% | +23.7% |
| 3M | +14.2% | -7.9% | +22.1% | +15.7% |
| 6M | +43.7% | -8.0% | +51.8% | +45.4% |
| YTD | +116.8% | -13.2% | +130.1% | +122.2% |
| 1Y | +104.3% | -16.4% | +120.8% | +111.2% |
| 3Y | +91.5% | -6.7% | +98.2% | +88.1% |
| 5Y | +214.1% | +8.0% | +206.1% | +188.3% |
| 10Y | +77.0% | +205.6% | -128.6% | +15.3% |
| All | -72.4% | +842.3% | -914.7% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling