+444.7%
USFD vs ACI
+25.9%
+418.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.8% |
| 3M | +26.6% | -19.8% | +46.3% | +29.3% |
| 6M | +11.7% | -24.7% | +36.4% | +14.8% |
| YTD | +38.1% | -24.4% | +62.5% | +41.8% |
| 1Y | +33.4% | -31.5% | +64.9% | +38.4% |
| 3Y | +155.8% | -38.7% | +194.5% | +167.6% |
| 5Y | +214.0% | -42.8% | +256.8% | +227.1% |
| All | +444.7% | +25.9% | +418.8% | +508.7% |
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 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