+245.4%
AON vs USFD
+353.0%
-107.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +1.9% | +8.4% | -6.5% | +0.1% |
| 30D | +23.3% | +12.7% | +10.6% | +20.3% |
| 3M | -5.5% | +1.1% | -6.7% | -5.8% |
| 6M | +8.0% | +30.2% | -22.1% | +2.2% |
| YTD | -4.0% | +45.8% | -49.8% | -11.9% |
| 1Y | -1.7% | +51.9% | -53.7% | -10.7% |
| 3Y | +2.9% | +158.5% | -155.6% | -16.7% |
| 5Y | +17.2% | +208.0% | -190.8% | -9.8% |
| 10Y | +225.8% | +376.6% | -150.8% | +122.4% |
| All | +245.4% | +353.0% | -107.6% | +135.7% |
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