+355.6%
AEM vs USFD
+156.9%
+198.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.5% | -3.0% | +2.5% | 0.0% |
| 30D | +24.0% | +3.5% | +20.5% | +23.3% |
| 3M | +16.1% | +26.6% | -10.5% | +10.9% |
| 6M | -11.6% | +11.7% | -23.3% | -13.4% |
| YTD | +21.5% | +38.1% | -16.6% | +12.2% |
| 1Y | +39.2% | +33.4% | +5.8% | +29.4% |
| All | +355.6% | +156.9% | +198.7% | +236.6% |
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 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