+235.3%
AON vs USFD
+359.9%
-124.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +1.0% | +1.7% | -0.6% | +0.7% |
| 30D | +23.2% | +10.2% | +13.0% | +20.7% |
| 3M | -5.0% | -1.5% | -3.5% | -4.8% |
| 6M | +9.3% | +27.3% | -18.0% | +3.9% |
| YTD | -3.4% | +44.0% | -47.4% | -11.1% |
| 1Y | -2.9% | +50.4% | -53.2% | -11.5% |
| 3Y | +3.6% | +153.6% | -149.9% | -15.8% |
| 5Y | +16.9% | +219.0% | -202.1% | -10.7% |
| All | +235.3% | +359.9% | -124.6% | +131.6% |
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 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