+17.5%
AGG vs USFD
+329.0%
-311.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -0.2% | -3.0% | +2.9% | -0.1% |
| 30D | -0.4% | +3.5% | -3.9% | -0.5% |
| 3M | -0.7% | +26.6% | -27.2% | -1.2% |
| 6M | -1.5% | +11.7% | -13.2% | -1.8% |
| YTD | -0.3% | +38.1% | -38.4% | -1.1% |
| 1Y | +1.3% | +33.4% | -32.1% | +0.5% |
| 3Y | +13.2% | +155.8% | -142.6% | +10.5% |
| 5Y | -1.4% | +214.0% | -215.5% | -4.6% |
| 10Y | +14.9% | +320.4% | -305.5% | +7.0% |
| All | +17.5% | +329.0% | -311.6% | +9.4% |
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