+204.8%
USFD vs ALC
+31.8%
+172.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.9% |
| 7D | +3.0% | +4.9% | -1.9% | +0.5% |
| 30D | +11.1% | +19.0% | -7.9% | +1.6% |
| 3M | -0.3% | +7.8% | -8.0% | -4.3% |
| 6M | +15.9% | +14.6% | +1.3% | +7.0% |
| YTD | +41.6% | -4.4% | +46.1% | +42.3% |
| 1Y | +49.4% | +1.4% | +48.0% | +44.6% |
| 3Y | +157.8% | +2.5% | +155.3% | +131.6% |
| 5Y | +176.6% | -10.9% | +187.5% | +167.2% |
| All | +204.8% | +31.8% | +172.9% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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