+194.6%
AEP vs USFD
+368.6%
-174.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.6% | +1.0% |
| 7D | -1.5% | +3.9% | -5.4% | -2.1% |
| 30D | +4.5% | +12.8% | -8.3% | +2.9% |
| 3M | +2.8% | +1.0% | +1.9% | +2.6% |
| 6M | -0.7% | +30.3% | -30.9% | -4.0% |
| YTD | +13.8% | +46.0% | -32.1% | +8.3% |
| 1Y | +9.0% | +49.6% | -40.7% | +3.3% |
| 3Y | +83.0% | +166.3% | -83.3% | +60.7% |
| 5Y | +83.3% | +208.4% | -125.1% | +56.1% |
| 10Y | +194.6% | +371.2% | -176.6% | +132.8% |
| All | +194.6% | +368.6% | -174.0% | +132.8% |
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 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