+63.5%
AIG vs USFD
+316.1%
-252.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +5.9% | +3.0% |
| 7D | -1.4% | -7.0% | +5.6% | +1.8% |
| 30D | -3.3% | -10.3% | +7.0% | +1.5% |
| 3M | +2.2% | +9.2% | -7.0% | -2.5% |
| 6M | -2.1% | +7.4% | -9.5% | -6.4% |
| YTD | -11.2% | +29.4% | -40.6% | -23.1% |
| 1Y | -2.1% | +24.8% | -27.0% | -14.2% |
| 3Y | +34.4% | +150.0% | -115.6% | -17.8% |
| 5Y | +53.7% | +195.5% | -141.8% | -16.5% |
| All | +63.5% | +316.1% | -252.6% | -30.7% |
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