+216.3%
USFD vs ACGL
+161.8%
+54.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.4% |
| 7D | -3.0% | -0.7% | -2.3% | -2.7% |
| 30D | +3.5% | -1.0% | +4.5% | +3.9% |
| 3M | +26.6% | +11.0% | +15.5% | +21.0% |
| 6M | +11.7% | -0.3% | +12.0% | +11.4% |
| YTD | +38.1% | +2.3% | +35.9% | +35.8% |
| 1Y | +33.4% | +6.4% | +27.0% | +28.6% |
| 3Y | +155.8% | +34.0% | +121.9% | +111.9% |
| All | +216.3% | +161.8% | +54.6% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling