+717.6%
AU vs USFD
+306.5%
+411.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +1.1% |
| 7D | +0.6% | -7.0% | +7.7% | +1.2% |
| 30D | +12.3% | -10.3% | +22.6% | +13.3% |
| 3M | +29.4% | +9.2% | +20.2% | +28.4% |
| 6M | +3.2% | +7.4% | -4.2% | +2.5% |
| YTD | +31.8% | +29.4% | +2.4% | +28.8% |
| 1Y | +83.4% | +24.8% | +58.6% | +79.6% |
| 3Y | +623.1% | +150.0% | +473.1% | +571.8% |
| 5Y | +700.5% | +195.5% | +505.0% | +630.2% |
| 10Y | +717.6% | +315.7% | +401.8% | +658.8% |
| All | +717.6% | +306.5% | +411.0% | +658.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling