+432.6%
AME vs USFD
+329.0%
+103.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +0.6% | -3.0% | +3.6% | +1.5% |
| 30D | -6.7% | +3.5% | -10.2% | -7.7% |
| 3M | +4.1% | +26.6% | -22.5% | -3.1% |
| 6M | +1.6% | +11.7% | -10.1% | -2.1% |
| YTD | +16.1% | +38.1% | -22.0% | +4.7% |
| 1Y | +27.3% | +33.4% | -6.1% | +15.7% |
| 3Y | +50.9% | +155.8% | -105.0% | +12.7% |
| 5Y | +81.4% | +214.0% | -132.7% | +24.9% |
| 10Y | +417.0% | +320.4% | +96.6% | +226.1% |
| All | +432.6% | +329.0% | +103.5% | +232.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling