+78.5%
AME vs USFD
+207.9%
-129.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | -4.1% | +12.3% | -16.4% | -7.5% |
| 3M | -6.3% | -0.7% | -5.6% | -6.4% |
| 6M | +3.5% | +31.3% | -27.7% | -5.5% |
| YTD | +17.3% | +45.7% | -28.4% | +2.4% |
| 1Y | +22.0% | +52.1% | -30.1% | +4.9% |
| 3Y | +62.0% | +158.2% | -96.2% | +15.7% |
| 5Y | +78.5% | +213.8% | -135.3% | +16.0% |
| All | +78.5% | +207.9% | -129.5% | +16.0% |
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