+358.9%
AFL vs USFD
+353.4%
+5.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.1% | -0.1% |
| 7D | +0.5% | +3.9% | -3.4% | -1.0% |
| 30D | +9.3% | +12.8% | -3.5% | +4.5% |
| 3M | +1.0% | +1.0% | 0.0% | +0.2% |
| 6M | +11.8% | +30.3% | -18.4% | +1.0% |
| YTD | +15.3% | +46.0% | -30.6% | -1.2% |
| 1Y | +12.1% | +49.6% | -37.6% | -5.1% |
| 3Y | +65.0% | +166.3% | -101.3% | +11.0% |
| 5Y | +149.1% | +208.4% | -59.2% | +53.1% |
| 10Y | +340.9% | +371.2% | -30.3% | +118.9% |
| All | +358.9% | +353.4% | +5.5% | +128.2% |
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 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