+416.0%
AAOI vs USFD
+307.1%
+108.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.8% | +2.3% |
| 7D | -0.2% | -8.4% | +8.2% | +3.4% |
| 30D | -23.7% | -14.1% | -9.6% | -18.9% |
| 3M | -39.0% | +4.5% | -43.5% | -40.8% |
| 6M | -17.0% | +4.4% | -21.4% | -19.7% |
| YTD | +202.2% | +26.6% | +175.7% | +167.5% |
| 1Y | +292.4% | +19.4% | +273.0% | +256.3% |
| 3Y | +804.4% | +144.6% | +659.8% | +555.7% |
| 5Y | +1,318.0% | +194.5% | +1,123.5% | +849.6% |
| All | +416.0% | +307.1% | +108.9% | +150.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling