+16.3%
AON vs USFD
+215.8%
-199.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -9.1% | -3.0% | -6.1% | -8.3% |
| 30D | -10.2% | +3.5% | -13.8% | -11.1% |
| 3M | +0.5% | +26.6% | -26.1% | -5.4% |
| 6M | -4.8% | +11.7% | -16.5% | -7.9% |
| YTD | -8.0% | +38.1% | -46.1% | -16.6% |
| 1Y | -13.1% | +33.4% | -46.5% | -20.5% |
| 3Y | -1.3% | +155.8% | -157.1% | -26.4% |
| All | +16.3% | +215.8% | -199.6% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling