+371.2%
USFD vs ACGL
+332.3%
+38.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.6% |
| 7D | +3.9% | -1.1% | +5.0% | +4.8% |
| 30D | +12.8% | +13.1% | -0.3% | +4.2% |
| 3M | +1.0% | +9.8% | -8.8% | -5.1% |
| 6M | +30.3% | +15.3% | +15.0% | +18.0% |
| YTD | +46.0% | +12.7% | +33.2% | +33.1% |
| 1Y | +49.6% | +20.7% | +28.9% | +30.2% |
| 3Y | +166.3% | +34.3% | +132.0% | +104.7% |
| 5Y | +208.4% | +170.6% | +37.8% | +31.7% |
| 10Y | +371.2% | +330.6% | +40.7% | +66.8% |
| All | +371.2% | +332.3% | +38.9% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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