+181.5%
AEP vs USFD
+339.9%
-158.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.8% | +3.0% | -5.8% | -3.2% |
| 30D | +3.6% | +11.1% | -7.4% | +2.3% |
| 3M | +1.8% | -0.3% | +2.1% | +1.7% |
| 6M | -3.1% | +15.9% | -19.0% | -5.1% |
| YTD | +12.2% | +41.6% | -29.4% | +7.1% |
| 1Y | +9.1% | +49.4% | -40.3% | +3.5% |
| 3Y | +77.9% | +157.8% | -79.9% | +56.8% |
| 5Y | +78.1% | +176.6% | -98.5% | +53.5% |
| 10Y | +187.8% | +375.4% | -187.6% | +132.9% |
| All | +181.5% | +339.9% | -158.4% | +128.4% |
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 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