+83.8%
AA vs USFD
+339.9%
-256.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +0.9% | +3.0% | -2.1% | -0.7% |
| 30D | -6.7% | +11.1% | -17.7% | -11.7% |
| 3M | -16.3% | -0.3% | -16.1% | -16.6% |
| 6M | -37.1% | +15.9% | -53.0% | -42.5% |
| YTD | -25.0% | +41.6% | -66.6% | -39.3% |
| 1Y | +8.6% | +49.4% | -40.8% | -14.6% |
| 3Y | +57.2% | +157.8% | -100.6% | -7.3% |
| 5Y | -13.0% | +176.6% | -189.7% | -51.5% |
| 10Y | +65.5% | +375.4% | -309.8% | -30.7% |
| All | +83.8% | +339.9% | -256.1% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling