+157.8%
USFD vs ACI
-35.7%
+193.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.4% |
| 7D | +3.0% | -2.2% | +5.2% | +3.5% |
| 30D | +11.1% | +10.3% | +0.8% | +9.4% |
| 3M | -0.3% | +7.2% | -7.5% | -1.4% |
| 6M | +15.9% | -18.0% | +33.9% | +18.8% |
| YTD | +41.6% | -22.0% | +63.6% | +46.0% |
| 1Y | +49.4% | -23.4% | +72.8% | +54.6% |
| 3Y | +157.8% | -35.8% | +193.7% | +177.3% |
| All | +157.8% | -35.7% | +193.5% | +177.3% |
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