+438.3%
AME vs USFD
+359.1%
+79.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.9% |
| 7D | +8.1% | +1.3% | +6.8% | +7.7% |
| 30D | -3.8% | +10.6% | -14.3% | -6.7% |
| 3M | -6.6% | -2.4% | -4.2% | -6.4% |
| 6M | +4.6% | +28.9% | -24.4% | -3.6% |
| YTD | +17.9% | +43.7% | -25.8% | +4.6% |
| 1Y | +23.2% | +48.5% | -25.3% | +8.1% |
| 3Y | +62.9% | +154.7% | -91.8% | +21.3% |
| 5Y | +77.5% | +218.4% | -140.9% | +21.4% |
| All | +438.3% | +359.1% | +79.2% | +245.1% |
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