+78.5%
AME vs USFD
+215.4%
-136.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +5.9% | +1.7% | +4.2% | +5.4% |
| 30D | -1.9% | +10.2% | -12.1% | -4.9% |
| 3M | -5.4% | -1.5% | -3.9% | -5.3% |
| 6M | +4.9% | +27.3% | -22.4% | -3.4% |
| YTD | +18.5% | +44.0% | -25.5% | +3.7% |
| 1Y | +25.5% | +50.4% | -24.9% | +8.1% |
| 3Y | +63.0% | +153.6% | -90.5% | +16.8% |
| All | +78.5% | +215.4% | -136.9% | +15.6% |
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 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