+329.5%
AFL vs USFD
+329.0%
+0.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +0.6% | -3.0% | +3.6% | +1.7% |
| 30D | -6.2% | +3.5% | -9.7% | -7.5% |
| 3M | +2.2% | +26.6% | -24.4% | -6.4% |
| 6M | +5.3% | +11.7% | -6.4% | +0.4% |
| YTD | +8.0% | +38.1% | -30.2% | -5.4% |
| 1Y | +10.2% | +33.4% | -23.1% | -2.5% |
| 3Y | +67.1% | +155.8% | -88.7% | +14.2% |
| 5Y | +135.6% | +214.0% | -78.4% | +43.5% |
| 10Y | +299.4% | +320.4% | -21.0% | +103.4% |
| All | +329.5% | +329.0% | +0.5% | +118.6% |
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