+230.4%
AON vs USFD
+359.1%
-128.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.6% |
| 7D | -3.2% | +1.3% | -4.5% | -3.5% |
| 30D | +21.7% | +10.6% | +11.1% | +19.1% |
| 3M | -5.1% | -2.4% | -2.7% | -4.7% |
| 6M | +5.9% | +28.9% | -23.0% | +0.4% |
| YTD | -4.8% | +43.7% | -48.5% | -12.4% |
| 1Y | -4.1% | +48.5% | -52.5% | -12.4% |
| 3Y | +2.0% | +154.7% | -152.7% | -17.2% |
| 5Y | +15.2% | +218.4% | -203.2% | -11.9% |
| All | +230.4% | +359.1% | -128.6% | +128.3% |
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