+131.7%
AA vs USFD
+329.0%
-197.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -1.9% |
| 7D | -0.7% | -3.0% | +2.3% | +0.8% |
| 30D | +5.0% | +3.5% | +1.5% | +3.1% |
| 3M | -35.8% | +26.6% | -62.4% | -43.4% |
| 6M | -18.4% | +11.7% | -30.1% | -24.0% |
| YTD | -5.5% | +38.1% | -43.6% | -22.2% |
| 1Y | +61.0% | +33.4% | +27.6% | +34.6% |
| 3Y | +66.2% | +155.8% | -89.6% | -1.3% |
| 5Y | +11.4% | +214.0% | -202.6% | -41.4% |
| 10Y | +116.9% | +320.4% | -203.5% | -5.4% |
| All | +131.7% | +329.0% | -197.3% | +2.5% |
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