+153.6%
USFD vs AEE
+65.0%
+88.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | +1.7% | +1.7% | 0.0% | +1.0% |
| 30D | +10.2% | +9.7% | +0.4% | +6.4% |
| 3M | -1.5% | +5.9% | -7.4% | -3.7% |
| 6M | +27.3% | +6.7% | +20.6% | +23.9% |
| YTD | +44.0% | +17.4% | +26.6% | +35.9% |
| 1Y | +50.4% | +12.7% | +37.7% | +43.6% |
| 3Y | +153.6% | +68.2% | +85.3% | +119.8% |
| All | +153.6% | +65.0% | +88.6% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling