+411.0%
AEM vs USFD
+339.9%
+71.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +15.8% | +3.0% | +12.9% | +15.6% |
| 30D | +6.2% | +11.1% | -4.9% | +5.3% |
| 3M | +14.3% | -0.3% | +14.6% | +14.3% |
| 6M | +1.4% | +15.9% | -14.5% | +0.1% |
| YTD | +13.7% | +41.6% | -27.9% | +10.2% |
| 1Y | +21.3% | +49.4% | -28.1% | +17.0% |
| 3Y | +309.9% | +157.8% | +152.1% | +278.5% |
| 5Y | +301.0% | +176.6% | +124.3% | +264.3% |
| 10Y | +344.0% | +375.4% | -31.3% | +266.3% |
| All | +411.0% | +339.9% | +71.2% | +341.8% |
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