+72.3%
AA vs USFD
+159.3%
-87.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | +1.1% | -0.2% | +1.3% | +1.3% |
| 30D | -1.3% | +12.3% | -13.6% | -5.6% |
| 3M | -23.9% | -0.7% | -23.2% | -23.8% |
| 6M | -36.8% | +31.3% | -68.1% | -43.8% |
| YTD | -22.2% | +45.7% | -67.9% | -37.8% |
| 1Y | +10.4% | +52.1% | -41.8% | -14.3% |
| All | +72.3% | +159.3% | -87.0% | -3.1% |
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