+16.0%
AA vs USFD
+49.6%
-33.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.5% | -5.7% | +2.2% |
| 7D | +0.9% | +7.8% | -6.9% | +0.4% |
| 30D | -6.4% | +16.2% | -22.6% | -7.2% |
| 3M | -13.0% | +11.0% | -23.9% | -13.2% |
| 6M | -34.6% | +20.7% | -55.4% | -34.3% |
| YTD | -23.0% | +46.0% | -69.0% | -30.3% |
| 1Y | +16.0% | +49.8% | -33.8% | +3.8% |
| All | +16.0% | +49.6% | -33.6% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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