+86.9%
AG vs USFD
+375.5%
-288.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -4.0% | -0.2% | -3.9% | -4.0% |
| 30D | -13.1% | +12.3% | -25.4% | -15.2% |
| 3M | -22.0% | -0.7% | -21.3% | -22.0% |
| 6M | -37.3% | +31.3% | -68.5% | -41.2% |
| YTD | -11.2% | +45.7% | -56.9% | -19.1% |
| 1Y | +23.9% | +52.1% | -28.2% | +11.9% |
| 3Y | +225.1% | +158.2% | +66.9% | +160.3% |
| 5Y | +7.7% | +213.8% | -206.0% | -18.2% |
| 10Y | +86.9% | +367.0% | -280.1% | +34.6% |
| All | +86.9% | +375.5% | -288.6% | +34.6% |
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