+343.3%
AEM vs USFD
+322.5%
+20.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | +4.3% | -3.3% | +7.7% | +4.6% |
| 30D | +13.1% | -5.3% | +18.4% | +13.6% |
| 3M | +24.8% | +18.8% | +6.0% | +23.0% |
| 6M | -8.2% | +14.3% | -22.5% | -9.3% |
| YTD | +19.8% | +36.9% | -17.0% | +16.5% |
| 1Y | +32.1% | +31.7% | +0.4% | +28.8% |
| 3Y | +348.2% | +164.5% | +183.7% | +314.2% |
| 5Y | +297.5% | +212.6% | +84.9% | +260.4% |
| 10Y | +343.3% | +329.7% | +13.6% | +307.5% |
| All | +343.3% | +322.5% | +20.8% | +307.5% |
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 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