+341.3%
USFD vs ACGL
+386.9%
-45.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.7% | +5.8% | +6.7% |
| 7D | +7.8% | +8.0% | -0.1% | +2.8% |
| 30D | +16.2% | +17.3% | -1.1% | +5.0% |
| 3M | +11.0% | +11.2% | -0.2% | +3.6% |
| 6M | +20.7% | +18.2% | +2.5% | +7.9% |
| YTD | +46.0% | +15.4% | +30.6% | +31.3% |
| 1Y | +49.8% | +26.5% | +23.3% | +26.7% |
| 3Y | +167.3% | +36.1% | +131.2% | +105.1% |
| 5Y | +197.2% | +175.9% | +21.2% | +27.9% |
| 10Y | +389.9% | +352.4% | +37.5% | +73.6% |
| All | +341.3% | +386.9% | -45.6% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling