+162.8%
USFD vs ACI
-38.5%
+201.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | +3.5% | +5.9% | -2.4% | +2.6% |
| 3M | +26.6% | -19.8% | +46.3% | +30.4% |
| 6M | +11.7% | -24.7% | +36.4% | +16.2% |
| YTD | +38.1% | -24.4% | +62.5% | +43.3% |
| 1Y | +33.4% | -31.5% | +64.9% | +41.2% |
| All | +162.8% | -38.5% | +201.3% | +186.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling