+177.0%
AEP vs USFD
+329.0%
-152.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.3% |
| 3M | -1.8% | +26.6% | -28.4% | -4.7% |
| 6M | -5.4% | +11.7% | -17.1% | -6.8% |
| YTD | +10.4% | +38.1% | -27.7% | +5.9% |
| 1Y | +18.2% | +33.4% | -15.2% | +13.6% |
| 3Y | +79.0% | +155.8% | -76.9% | +58.0% |
| 5Y | +64.8% | +214.0% | -149.2% | +40.2% |
| 10Y | +170.8% | +320.4% | -149.5% | +121.3% |
| All | +177.0% | +329.0% | -152.1% | +125.7% |
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