+329.7%
USFD vs AEIS
+546.3%
-216.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.8% |
| 7D | -3.3% | +8.1% | -11.5% | -5.7% |
| 30D | -5.3% | -11.1% | +5.8% | -2.4% |
| 3M | +18.8% | -5.6% | +24.4% | +16.4% |
| 6M | +14.3% | -0.6% | +14.9% | +7.8% |
| YTD | +36.9% | +38.0% | -1.2% | +13.9% |
| 1Y | +31.7% | +87.2% | -55.5% | -3.3% |
| 3Y | +164.5% | +179.7% | -15.2% | +57.3% |
| 5Y | +212.6% | +241.7% | -29.2% | +66.3% |
| 10Y | +329.7% | +547.2% | -217.5% | +60.5% |
| All | +329.7% | +546.3% | -216.6% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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