+17.5%
AJG vs USFD
+156.3%
-138.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.0% |
| 7D | +0.5% | +1.7% | -1.2% | +0.1% |
| 30D | +19.4% | +10.2% | +9.2% | +17.0% |
| 3M | +11.9% | -1.5% | +13.4% | +11.9% |
| 6M | +48.3% | +27.3% | +20.9% | +42.1% |
| YTD | +10.3% | +44.0% | -33.7% | +1.0% |
| 1Y | +11.5% | +50.4% | -38.8% | +0.8% |
| 3Y | +17.5% | +153.6% | -136.0% | -4.9% |
| All | +17.5% | +156.3% | -138.7% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling