-1.0%
AON vs USFD
+165.3%
-166.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -9.1% | -3.0% | -6.1% | -8.5% |
| 30D | -10.2% | +3.5% | -13.8% | -10.9% |
| 3M | +0.5% | +26.6% | -26.1% | -3.9% |
| 6M | -4.8% | +11.7% | -16.5% | -7.0% |
| YTD | -8.0% | +38.1% | -46.1% | -15.3% |
| 1Y | -13.1% | +33.4% | -46.5% | -19.2% |
| All | -1.0% | +165.3% | -166.4% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling