+31.7%
USFD vs AEE
+10.3%
+21.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.4% |
| 7D | -3.3% | +1.3% | -4.7% | -4.0% |
| 30D | -5.3% | -1.2% | -4.1% | -4.8% |
| 3M | +18.8% | +1.0% | +17.8% | +16.9% |
| 6M | +14.3% | -2.3% | +16.6% | +14.8% |
| YTD | +36.9% | +9.1% | +27.7% | +27.0% |
| 1Y | +31.7% | +10.6% | +21.1% | +20.1% |
| All | +31.7% | +10.3% | +21.4% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling