+137.6%
AFL vs USFD
+215.8%
-78.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +0.6% | -3.0% | +3.6% | +1.4% |
| 30D | -6.2% | +3.5% | -9.7% | -7.1% |
| 3M | +2.2% | +26.6% | -24.4% | -4.2% |
| 6M | +5.3% | +11.7% | -6.4% | +1.7% |
| YTD | +8.0% | +38.1% | -30.2% | -2.4% |
| 1Y | +10.2% | +33.4% | -23.1% | +0.5% |
| 3Y | +67.1% | +155.8% | -88.7% | +24.2% |
| All | +137.6% | +215.8% | -78.3% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling