+86.7%
AIG vs USFD
+352.6%
-265.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | +6.6% | +12.3% | -5.7% | +0.9% |
| 3M | +7.9% | -0.7% | +8.6% | +7.7% |
| 6M | +10.4% | +31.3% | -20.9% | -3.7% |
| YTD | -1.3% | +45.7% | -47.0% | -19.3% |
| 1Y | +11.5% | +52.1% | -40.7% | -11.0% |
| 3Y | +38.8% | +158.2% | -119.4% | -15.9% |
| 5Y | +57.8% | +213.8% | -155.9% | -15.8% |
| 10Y | +68.4% | +367.0% | -298.6% | -30.6% |
| All | +86.7% | +352.6% | -265.9% | -23.5% |
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