+214.3%
USFD vs ACI
-42.9%
+257.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | +1.7% | +2.3% | -0.6% | +1.2% |
| 30D | +10.2% | +1.2% | +8.9% | +9.9% |
| 3M | -1.5% | +6.8% | -8.3% | -2.7% |
| 6M | +27.3% | -18.7% | +46.1% | +31.1% |
| YTD | +44.0% | -20.2% | +64.2% | +48.2% |
| 1Y | +50.4% | -23.7% | +74.1% | +56.2% |
| 3Y | +153.6% | -31.6% | +185.2% | +167.0% |
| All | +214.3% | -42.9% | +257.2% | +236.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling