+231.0%
AON vs USFD
+329.0%
-98.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.2% |
| 6M | -4.8% | +11.7% | -16.5% | -7.2% |
| YTD | -8.0% | +38.1% | -46.1% | -14.5% |
| 1Y | -13.1% | +33.4% | -46.5% | -18.7% |
| 3Y | -1.3% | +155.8% | -157.1% | -19.9% |
| 5Y | +14.9% | +214.0% | -199.1% | -11.9% |
| 10Y | +214.9% | +320.4% | -105.5% | +117.7% |
| All | +231.0% | +329.0% | -98.1% | +128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling