+189.0%
AEP vs USFD
+346.4%
-157.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | -0.1% |
| 7D | +2.5% | +1.3% | +1.2% | +2.3% |
| 30D | +3.4% | +10.6% | -7.2% | +2.0% |
| 3M | +4.2% | -2.4% | +6.6% | +4.4% |
| 6M | -0.8% | +28.9% | -29.7% | -4.1% |
| YTD | +15.2% | +43.7% | -28.5% | +9.8% |
| 1Y | +8.3% | +48.5% | -40.2% | +2.7% |
| 3Y | +84.2% | +154.7% | -70.5% | +62.6% |
| 5Y | +87.8% | +218.4% | -130.6% | +59.4% |
| 10Y | +204.4% | +360.6% | -156.2% | +147.2% |
| All | +189.0% | +346.4% | -157.4% | +134.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling