+67.6%
AEP vs USFD
+215.8%
-148.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +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% | -5.4% |
| 6M | -5.4% | +11.7% | -17.1% | -7.2% |
| YTD | +10.4% | +38.1% | -27.7% | +4.8% |
| 1Y | +18.2% | +33.4% | -15.2% | +12.6% |
| 3Y | +79.0% | +155.8% | -76.9% | +51.8% |
| All | +67.6% | +215.8% | -148.2% | +33.6% |
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