+92.0%
ACN vs USFD
+322.6%
-230.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.2% |
| 7D | -1.5% | -3.0% | +1.5% | -0.7% |
| 30D | +9.4% | +3.5% | +5.8% | +8.3% |
| 3M | +5.6% | +26.6% | -20.9% | -0.8% |
| 6M | -9.3% | +11.7% | -21.0% | -12.3% |
| YTD | -29.0% | +38.1% | -67.1% | -35.7% |
| 1Y | -24.7% | +33.4% | -58.0% | -31.3% |
| 3Y | -39.8% | +155.8% | -195.6% | -54.5% |
| 5Y | -40.9% | +214.0% | -255.0% | -58.4% |
| All | +92.0% | +322.6% | -230.6% | +18.4% |
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 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