+192.6%
USFD vs AEE
+52.8%
+139.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.0% | +2.1% | +0.9% | +2.1% |
| 30D | +11.1% | +11.4% | -0.3% | +6.3% |
| 3M | -0.3% | +5.0% | -5.3% | -2.3% |
| 6M | +15.9% | +4.4% | +11.4% | +13.6% |
| YTD | +41.6% | +15.4% | +26.2% | +33.4% |
| 1Y | +49.4% | +13.8% | +35.6% | +41.5% |
| 3Y | +157.8% | +58.0% | +99.8% | +112.8% |
| All | +192.6% | +52.8% | +139.7% | +128.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling