+158.3%
USFD vs ACGL
+35.5%
+122.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | +3.9% | +6.4% | -2.5% | +2.1% |
| 30D | +10.7% | +16.6% | -5.9% | +5.9% |
| 3M | +6.3% | +11.6% | -5.3% | +2.9% |
| 6M | +16.2% | +17.5% | -1.2% | +10.8% |
| YTD | +41.9% | +15.3% | +26.6% | +35.6% |
| 1Y | +44.2% | +26.3% | +17.9% | +33.9% |
| All | +158.3% | +35.5% | +122.8% | +140.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling