+76.9%
AJG vs USFD
+197.4%
-120.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.5% | +2.6% | -1.5% |
| 7D | -7.4% | -7.0% | -0.4% | -5.7% |
| 30D | -3.0% | -10.3% | +7.3% | -0.3% |
| 3M | +12.8% | +9.2% | +3.7% | +10.5% |
| 6M | +12.8% | +7.4% | +5.4% | +10.5% |
| YTD | -4.7% | +29.4% | -34.1% | -12.1% |
| 1Y | -17.2% | +24.8% | -42.0% | -22.9% |
| 3Y | +10.2% | +150.0% | -139.8% | -17.1% |
| 5Y | +76.9% | +195.5% | -118.6% | +22.0% |
| All | +76.9% | +197.4% | -120.5% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling