+243.8%
AON vs USFD
+339.9%
-96.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | +4.4% | +3.0% | +1.4% | +3.7% |
| 30D | +24.1% | +11.1% | +13.0% | +21.4% |
| 3M | -7.0% | -0.3% | -6.7% | -6.9% |
| 6M | +9.1% | +15.9% | -6.7% | +5.7% |
| YTD | -4.4% | +41.6% | -46.0% | -11.7% |
| 1Y | -0.8% | +49.4% | -50.2% | -9.5% |
| 3Y | +5.1% | +157.8% | -152.7% | -14.8% |
| 5Y | +20.4% | +176.6% | -156.2% | -5.5% |
| 10Y | +239.2% | +375.4% | -136.1% | +131.9% |
| All | +243.8% | +339.9% | -96.0% | +136.1% |
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