+317.7%
USFD vs ACGL
+331.6%
-13.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.8% |
| 7D | -3.0% | -0.7% | -2.3% | -2.6% |
| 30D | +3.5% | -1.0% | +4.5% | +4.1% |
| 3M | +26.6% | +11.0% | +15.5% | +18.0% |
| 6M | +11.7% | -0.3% | +12.0% | +11.0% |
| YTD | +38.1% | +2.3% | +35.9% | +34.3% |
| 1Y | +33.4% | +6.4% | +27.0% | +25.9% |
| 3Y | +155.8% | +34.0% | +121.9% | +95.3% |
| 5Y | +214.0% | +161.6% | +52.4% | +38.2% |
| 10Y | +320.4% | +278.6% | +41.8% | +62.0% |
| All | +317.7% | +331.6% | -13.9% | +58.7% |
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