+431.3%
AME vs USFD
+369.2%
+62.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -4.1% | +8.4% | -12.5% | -6.4% |
| 30D | -4.1% | +12.7% | -16.9% | -7.6% |
| 3M | -5.6% | +1.1% | -6.7% | -6.3% |
| 6M | +2.8% | +30.2% | -27.3% | -5.4% |
| YTD | +16.6% | +45.8% | -29.2% | +3.0% |
| 1Y | +21.1% | +51.9% | -30.8% | +5.6% |
| 3Y | +61.1% | +158.5% | -97.4% | +19.5% |
| 5Y | +76.6% | +208.0% | -131.5% | +21.8% |
| 10Y | +431.3% | +376.6% | +54.7% | +242.6% |
| All | +431.3% | +369.2% | +62.1% | +242.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling