+328.9%
USFD vs ACGL
+386.5%
-57.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | +3.9% | +6.4% | -2.5% | 0.0% |
| 30D | +10.7% | +16.6% | -5.9% | +0.4% |
| 3M | +6.3% | +11.6% | -5.3% | -1.0% |
| 6M | +16.2% | +17.5% | -1.2% | +4.3% |
| YTD | +41.9% | +15.3% | +26.6% | +27.8% |
| 1Y | +44.2% | +26.3% | +17.9% | +22.2% |
| 3Y | +159.8% | +35.9% | +123.9% | +99.5% |
| 5Y | +177.1% | +168.2% | +8.9% | +21.9% |
| 10Y | +376.2% | +352.0% | +24.2% | +68.9% |
| All | +328.9% | +386.5% | -57.5% | +51.0% |
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