+169.3%
AEP vs USFD
+322.5%
-153.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +0.9% |
| 7D | +2.0% | -3.3% | +5.3% | +2.4% |
| 30D | +0.5% | -5.3% | +5.8% | +1.2% |
| 3M | -0.3% | +18.8% | -19.1% | -2.5% |
| 6M | -3.5% | +14.3% | -17.7% | -5.2% |
| YTD | +11.3% | +36.9% | -25.6% | +6.7% |
| 1Y | +20.2% | +31.7% | -11.5% | +15.8% |
| 3Y | +79.8% | +164.5% | -84.7% | +57.9% |
| 5Y | +65.6% | +212.6% | -147.0% | +40.7% |
| 10Y | +169.3% | +329.7% | -160.4% | +114.3% |
| All | +169.3% | +322.5% | -153.2% | +114.3% |
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