+16.1%
AGG vs USFD
+346.4%
-330.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.7% | -0.6% |
| 7D | -1.4% | +1.3% | -2.8% | -1.5% |
| 30D | +0.9% | +10.6% | -9.7% | +0.6% |
| 3M | -1.2% | -2.4% | +1.2% | -1.2% |
| 6M | -1.4% | +28.9% | -30.3% | -2.1% |
| YTD | -1.4% | +43.7% | -45.1% | -2.3% |
| 1Y | -1.3% | +48.5% | -49.8% | -2.3% |
| 3Y | +13.8% | +154.7% | -140.9% | +11.0% |
| 5Y | -1.6% | +218.4% | -219.9% | -4.7% |
| 10Y | +16.3% | +360.6% | -344.3% | +8.1% |
| All | +16.1% | +346.4% | -330.3% | +8.1% |
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 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