+78.6%
AA vs USFD
+340.6%
-262.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.8% | -2.5% | -3.9% |
| 7D | -3.7% | +3.9% | -7.6% | -5.6% |
| 30D | -10.8% | +10.7% | -21.5% | -15.4% |
| 3M | -19.1% | +6.3% | -25.4% | -22.0% |
| 6M | -38.7% | +16.2% | -54.9% | -44.0% |
| YTD | -27.1% | +41.9% | -69.0% | -41.1% |
| 1Y | +8.3% | +44.2% | -35.9% | -13.3% |
| 3Y | +49.6% | +159.8% | -110.2% | -12.2% |
| 5Y | -15.5% | +177.1% | -192.6% | -52.9% |
| 10Y | +60.9% | +376.2% | -315.3% | -32.7% |
| All | +78.6% | +340.6% | -262.0% | -22.4% |
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