+430.1%
AEM vs USFD
+365.4%
+64.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +1.4% | -0.2% | +1.5% | +1.4% |
| 30D | -1.2% | +12.3% | -13.5% | -2.1% |
| 3M | +2.5% | -0.7% | +3.2% | +2.5% |
| 6M | -5.1% | +31.3% | -36.3% | -7.2% |
| YTD | +10.4% | +45.7% | -35.3% | +6.8% |
| 1Y | +11.8% | +52.1% | -40.4% | +7.7% |
| 3Y | +315.6% | +158.2% | +157.4% | +284.2% |
| 5Y | +266.3% | +213.8% | +52.5% | +231.2% |
| All | +430.1% | +365.4% | +64.7% | +369.6% |
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