+299.5%
AFL vs USFD
+306.5%
-7.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +1.6% |
| 7D | -2.1% | -7.0% | +4.9% | +0.4% |
| 30D | -5.4% | -10.3% | +4.9% | -1.8% |
| 3M | -0.3% | +9.2% | -9.4% | -3.7% |
| 6M | +5.2% | +7.4% | -2.2% | +1.7% |
| YTD | +5.7% | +29.4% | -23.7% | -5.4% |
| 1Y | +10.2% | +24.8% | -14.6% | -0.3% |
| 3Y | +63.4% | +150.0% | -86.6% | +12.1% |
| 5Y | +133.0% | +195.5% | -62.5% | +44.3% |
| 10Y | +299.5% | +315.7% | -16.2% | +109.2% |
| All | +299.5% | +306.5% | -7.0% | +109.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling