+10.0%
AJG vs USFD
+149.2%
-139.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.5% | +2.6% | -1.8% |
| 7D | -7.4% | -7.0% | -0.4% | -6.1% |
| 30D | -3.0% | -10.3% | +7.3% | -1.0% |
| 3M | +12.8% | +9.2% | +3.7% | +11.4% |
| 6M | +12.8% | +7.4% | +5.4% | +11.4% |
| YTD | -4.7% | +29.4% | -34.1% | -10.8% |
| 1Y | -17.2% | +24.8% | -42.0% | -21.7% |
| All | +10.0% | +149.2% | -139.2% | -11.8% |
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