+309.9%
AEM vs USFD
+159.2%
+150.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +15.8% | +3.0% | +12.9% | +15.1% |
| 30D | +6.2% | +11.1% | -4.9% | +4.0% |
| 3M | +14.3% | -0.3% | +14.6% | +14.1% |
| 6M | +1.4% | +15.9% | -14.5% | -1.4% |
| YTD | +13.7% | +41.6% | -27.9% | +4.5% |
| 1Y | +21.3% | +49.4% | -28.1% | +9.8% |
| 3Y | +309.9% | +157.8% | +152.1% | +205.5% |
| All | +309.9% | +159.2% | +150.7% | +205.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling