+167.2%
ACN vs USFD
+340.6%
-173.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +1.1% |
| 7D | +7.3% | +3.9% | +3.3% | +6.1% |
| 30D | +38.2% | +10.7% | +27.5% | +34.5% |
| 3M | +56.6% | +6.3% | +50.2% | +53.7% |
| 6M | +51.1% | +16.2% | +34.9% | +44.7% |
| YTD | +1.7% | +41.9% | -40.2% | -8.7% |
| 1Y | +10.1% | +44.2% | -34.1% | -1.8% |
| 3Y | -10.3% | +159.8% | -170.1% | -32.3% |
| 5Y | -21.4% | +177.1% | -198.5% | -42.7% |
| 10Y | +167.1% | +376.2% | -209.0% | +65.1% |
| All | +167.2% | +340.6% | -173.4% | +64.9% |
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