+362.2%
USFD vs ACGL
+337.7%
+24.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +1.8% |
| 7D | +3.0% | +0.9% | +2.1% | +2.5% |
| 30D | +11.1% | +13.7% | -2.7% | +2.2% |
| 3M | -0.3% | +8.0% | -8.3% | -5.3% |
| 6M | +15.9% | +13.3% | +2.6% | +6.2% |
| YTD | +41.6% | +11.8% | +29.8% | +29.8% |
| 1Y | +49.4% | +22.2% | +27.2% | +28.9% |
| 3Y | +157.8% | +32.5% | +125.4% | +100.1% |
| 5Y | +176.6% | +160.2% | +16.4% | +21.8% |
| All | +362.2% | +337.7% | +24.5% | +63.8% |
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