+86.2%
AEP vs USFD
+215.4%
-129.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +2.9% | +1.7% | +1.2% | +2.6% |
| 30D | +3.2% | +10.2% | -7.0% | +1.6% |
| 3M | +3.8% | -1.5% | +5.3% | +3.9% |
| 6M | +2.5% | +27.3% | -24.8% | -1.5% |
| YTD | +15.5% | +44.0% | -28.5% | +8.7% |
| 1Y | +9.6% | +50.4% | -40.7% | +2.4% |
| 3Y | +91.2% | +153.6% | -62.4% | +62.0% |
| All | +86.2% | +215.4% | -129.2% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling