+57.5%
AG vs USFD
+322.5%
-265.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +4.5% | -3.3% | +7.8% | +5.2% |
| 30D | +12.9% | -5.3% | +18.2% | +14.2% |
| 3M | +20.9% | +18.8% | +2.2% | +16.1% |
| 6M | -19.5% | +14.3% | -33.8% | -22.2% |
| YTD | +24.8% | +36.9% | -12.1% | +15.2% |
| 1Y | +120.2% | +31.7% | +88.5% | +104.9% |
| 3Y | +279.0% | +164.5% | +114.5% | +201.8% |
| 5Y | +67.9% | +212.6% | -144.7% | +27.8% |
| 10Y | +57.5% | +329.7% | -272.2% | +13.6% |
| All | +57.5% | +322.5% | -265.0% | +13.6% |
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 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