+205.6%
AON vs USFD
+306.5%
-100.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.5% | +2.0% | -2.4% |
| 7D | -7.9% | -7.0% | -0.9% | -6.5% |
| 30D | -14.6% | -10.3% | -4.4% | -12.7% |
| 3M | -7.9% | +9.2% | -17.1% | -9.5% |
| 6M | -8.0% | +7.4% | -15.4% | -9.6% |
| YTD | -13.2% | +29.4% | -42.6% | -18.3% |
| 1Y | -16.4% | +24.8% | -41.3% | -20.8% |
| 3Y | -6.7% | +150.0% | -156.7% | -24.0% |
| 5Y | +8.0% | +195.5% | -187.5% | -16.3% |
| 10Y | +205.6% | +315.7% | -110.1% | +108.1% |
| All | +205.6% | +306.5% | -100.9% | +108.1% |
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