+16.5%
AGG vs USFD
+353.0%
-336.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -0.1% | +8.4% | -8.4% | -0.3% |
| 30D | +1.4% | +12.7% | -11.4% | +1.1% |
| 3M | -0.7% | +1.1% | -1.8% | -0.8% |
| 6M | -1.7% | +30.2% | -31.8% | -2.3% |
| YTD | -1.1% | +45.8% | -46.9% | -2.0% |
| 1Y | -0.7% | +51.9% | -52.6% | -1.8% |
| 3Y | +14.2% | +158.5% | -144.3% | +11.4% |
| 5Y | -1.4% | +208.0% | -209.5% | -4.5% |
| 10Y | +16.5% | +376.6% | -360.1% | +8.2% |
| All | +16.5% | +353.0% | -336.5% | +8.4% |
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 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