+446.1%
AEM vs USFD
+329.0%
+117.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.5% | -3.0% | +2.5% | -0.3% |
| 30D | +24.0% | +3.5% | +20.5% | +23.7% |
| 3M | +16.1% | +26.6% | -10.5% | +13.8% |
| 6M | -11.6% | +11.7% | -23.3% | -12.5% |
| YTD | +21.5% | +38.1% | -16.6% | +18.0% |
| 1Y | +39.2% | +33.4% | +5.8% | +35.5% |
| 3Y | +347.4% | +155.8% | +191.6% | +313.6% |
| 5Y | +290.1% | +214.0% | +76.1% | +252.8% |
| 10Y | +357.8% | +320.4% | +37.4% | +292.6% |
| All | +446.1% | +329.0% | +117.1% | +373.4% |
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