+57.2%
AA vs USFD
+159.2%
-102.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +0.9% | +3.0% | -2.1% | -0.2% |
| 30D | -6.7% | +11.1% | -17.7% | -10.4% |
| 3M | -16.3% | -0.3% | -16.1% | -16.3% |
| 6M | -37.1% | +15.9% | -53.0% | -41.0% |
| YTD | -25.0% | +41.6% | -66.6% | -39.3% |
| 1Y | +8.6% | +49.4% | -40.8% | -15.2% |
| 3Y | +57.2% | +157.8% | -100.6% | -8.1% |
| All | +57.2% | +159.2% | -102.0% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling