+151.4%
ACN vs USFD
+375.5%
-224.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -4.0% | -0.2% | -3.9% | -4.0% |
| 30D | +19.0% | +12.3% | +6.7% | +15.3% |
| 3M | +42.2% | -0.7% | +42.9% | +42.2% |
| 6M | +50.1% | +31.3% | +18.9% | +39.2% |
| YTD | -2.7% | +45.7% | -48.4% | -13.4% |
| 1Y | +7.6% | +52.1% | -44.5% | -5.6% |
| 3Y | -15.9% | +158.2% | -174.1% | -36.5% |
| 5Y | -24.4% | +213.8% | -238.1% | -46.7% |
| 10Y | +151.4% | +367.0% | -215.6% | +52.1% |
| All | +151.4% | +375.5% | -224.1% | +52.1% |
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 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