+329.7%
USFD vs AEE
+185.4%
+144.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.4% |
| 7D | -3.3% | +1.3% | -4.7% | -3.9% |
| 30D | -5.3% | -1.2% | -4.1% | -4.8% |
| 3M | +18.8% | +1.0% | +17.8% | +18.0% |
| 6M | +14.3% | -2.3% | +16.6% | +15.1% |
| YTD | +36.9% | +9.1% | +27.7% | +31.0% |
| 1Y | +31.7% | +10.6% | +21.1% | +25.2% |
| 3Y | +164.5% | +48.5% | +116.0% | +115.2% |
| 5Y | +212.6% | +39.9% | +172.7% | +158.8% |
| 10Y | +329.7% | +185.7% | +144.0% | +187.7% |
| All | +329.7% | +185.4% | +144.3% | +187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling