+13.3%
AFL vs USFD
+49.2%
-35.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +2.9% | +1.7% | +1.2% | +2.7% |
| 30D | +8.0% | +10.2% | -2.2% | +7.2% |
| 3M | +5.9% | -1.5% | +7.4% | +5.8% |
| 6M | +11.6% | +27.3% | -15.7% | +10.3% |
| YTD | +17.5% | +44.0% | -26.5% | +14.5% |
| 1Y | +13.3% | +50.4% | -37.1% | +9.9% |
| All | +13.3% | +49.2% | -35.9% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling