+63.5%
AIG vs USFD
+310.2%
-246.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.7% |
| 7D | -2.4% | -8.0% | +5.6% | +1.3% |
| 30D | -2.9% | -13.1% | +10.1% | +3.4% |
| 3M | +0.8% | +6.5% | -5.7% | -2.8% |
| 6M | -2.7% | +5.7% | -8.4% | -6.2% |
| YTD | -11.2% | +27.5% | -38.7% | -22.6% |
| 1Y | -1.5% | +23.4% | -25.0% | -13.2% |
| 3Y | +34.4% | +146.4% | -112.1% | -17.3% |
| 5Y | +54.4% | +196.8% | -142.3% | -16.4% |
| All | +63.5% | +310.2% | -246.7% | -30.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling