+52.1%
USFD vs ACGL
+21.8%
+30.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.8% |
| 7D | +3.9% | -1.1% | +5.0% | +4.2% |
| 30D | +12.8% | +13.1% | -0.3% | +9.8% |
| 3M | +1.0% | +9.8% | -8.8% | -1.2% |
| 6M | +30.3% | +15.3% | +15.0% | +26.6% |
| YTD | +46.0% | +12.7% | +33.2% | +45.0% |
| All | +52.1% | +21.8% | +30.3% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling