+14.2%
AGG vs USFD
+310.2%
-295.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.6% |
| 7D | -0.9% | -8.0% | +7.1% | -0.7% |
| 30D | -1.0% | -13.1% | +12.1% | -0.6% |
| 3M | -1.3% | +6.5% | -7.8% | -1.5% |
| 6M | -2.1% | +5.7% | -7.8% | -2.3% |
| YTD | -1.2% | +27.5% | -28.8% | -1.9% |
| 1Y | -0.5% | +23.4% | -23.9% | -1.1% |
| 3Y | +12.4% | +146.4% | -134.0% | +9.8% |
| 5Y | -2.4% | +196.8% | -199.2% | -5.4% |
| All | +14.2% | +310.2% | -295.9% | +6.4% |
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