+15.9%
USFD vs AEIS
-44.0%
+59.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | +0.3% |
| 7D | +3.0% | -11.3% | +14.2% | +2.0% |
| 30D | +11.1% | -32.6% | +43.6% | +9.2% |
| 3M | -0.3% | -39.2% | +38.9% | -2.3% |
| 6M | +15.9% | -45.4% | +61.2% | +13.7% |
| All | +15.9% | -44.0% | +59.9% | +13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling