+70.6%
AIG vs USFD
+329.0%
-258.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | -0.9% | -3.0% | +2.1% | +0.4% |
| 30D | -4.9% | +3.5% | -8.4% | -6.6% |
| 3M | +4.5% | +26.6% | -22.1% | -6.8% |
| 6M | -1.4% | +11.7% | -13.1% | -7.3% |
| YTD | -9.8% | +38.1% | -47.9% | -24.1% |
| 1Y | -4.5% | +33.4% | -37.9% | -18.7% |
| 3Y | +37.4% | +155.8% | -118.4% | -16.3% |
| 5Y | +55.0% | +214.0% | -159.1% | -17.7% |
| 10Y | +63.7% | +320.4% | -256.7% | -30.6% |
| All | +70.6% | +329.0% | -258.4% | -28.1% |
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