+317.7%
USFD vs AEE
+204.8%
+112.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -3.0% | +0.3% | -3.3% | -3.2% |
| 30D | +3.5% | -2.3% | +5.8% | +4.6% |
| 3M | +26.6% | +0.2% | +26.4% | +26.2% |
| 6M | +11.7% | -4.7% | +16.5% | +13.9% |
| YTD | +38.1% | +8.1% | +30.0% | +32.9% |
| 1Y | +33.4% | +8.5% | +24.8% | +28.0% |
| 3Y | +155.8% | +48.9% | +106.9% | +108.7% |
| 5Y | +214.0% | +39.9% | +174.1% | +160.9% |
| 10Y | +320.4% | +186.5% | +133.8% | +197.4% |
| All | +317.7% | +204.8% | +112.9% | +199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling