+362.2%
USFD vs AEIS
+320.4%
+41.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -1.9% |
| 7D | +3.0% | -11.3% | +14.2% | +5.4% |
| 30D | +11.1% | -32.6% | +43.6% | +22.3% |
| 3M | -0.3% | -39.2% | +38.9% | +12.2% |
| 6M | +15.9% | -45.4% | +61.2% | +30.4% |
| YTD | +41.6% | -5.8% | +47.4% | +28.7% |
| 1Y | +49.4% | -10.0% | +59.4% | +37.6% |
| 3Y | +157.8% | +121.2% | +36.7% | +58.3% |
| 5Y | +176.6% | +110.6% | +66.0% | +67.1% |
| All | +362.2% | +320.4% | +41.8% | +90.7% |
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