+458.5%
USFD vs ACI
+29.9%
+428.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.3% |
| 7D | +3.0% | -2.2% | +5.2% | +3.3% |
| 30D | +11.1% | +10.3% | +0.8% | +9.8% |
| 3M | -0.3% | +7.2% | -7.5% | -1.2% |
| 6M | +15.9% | -18.0% | +33.9% | +17.9% |
| YTD | +41.6% | -22.0% | +63.6% | +44.7% |
| 1Y | +49.4% | -23.4% | +72.8% | +53.0% |
| 3Y | +157.8% | -35.8% | +193.7% | +168.3% |
| 5Y | +176.6% | -43.7% | +220.3% | +186.7% |
| All | +458.5% | +29.9% | +428.6% | +521.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling