+475.6%
USFD vs ACI
+31.1%
+444.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.1% | +2.9% |
| 7D | +3.9% | -5.9% | +9.8% | +4.7% |
| 30D | +12.8% | +7.2% | +5.6% | +11.9% |
| 3M | +1.0% | +8.8% | -7.9% | -0.1% |
| 6M | +30.3% | -17.2% | +47.4% | +32.4% |
| YTD | +46.0% | -21.3% | +67.2% | +49.0% |
| 1Y | +49.6% | -23.7% | +73.4% | +53.3% |
| 3Y | +166.3% | -32.8% | +199.1% | +175.7% |
| 5Y | +208.4% | -41.4% | +249.8% | +219.1% |
| All | +475.6% | +31.1% | +444.5% | +539.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling