+71.9%
AG vs USFD
+369.2%
-297.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -5.8% |
| 7D | +6.0% | +8.4% | -2.4% | +4.2% |
| 30D | -13.5% | +12.7% | -26.3% | -15.7% |
| 3M | -20.7% | +1.1% | -21.8% | -20.9% |
| 6M | -31.5% | +30.2% | -61.7% | -35.7% |
| YTD | -10.1% | +45.8% | -56.0% | -18.2% |
| 1Y | +26.0% | +51.9% | -25.9% | +13.8% |
| 3Y | +228.9% | +158.5% | +70.4% | +163.6% |
| 5Y | +8.7% | +208.0% | -199.4% | -17.2% |
| 10Y | +71.9% | +376.6% | -304.7% | +30.1% |
| All | +71.9% | +369.2% | -297.4% | +30.1% |
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 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