+82.5%
AEP vs USFD
+156.9%
-74.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +1.8% | -3.0% | +4.8% | +2.2% |
| 30D | -0.8% | +3.5% | -4.3% | -1.4% |
| 3M | -1.8% | +26.6% | -28.4% | -5.0% |
| 6M | -5.4% | +11.7% | -17.1% | -6.9% |
| YTD | +10.4% | +38.1% | -27.7% | +5.7% |
| 1Y | +18.2% | +33.4% | -15.2% | +13.5% |
| All | +82.5% | +156.9% | -74.4% | +48.2% |
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