+362.2%
USFD vs ALLE
+222.4%
+139.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.4% |
| 7D | +3.0% | -0.6% | +3.5% | +3.4% |
| 30D | +11.1% | +25.3% | -14.3% | -4.0% |
| 3M | -0.3% | +10.3% | -10.6% | -6.8% |
| 6M | +15.9% | +38.0% | -22.2% | -7.2% |
| YTD | +41.6% | +17.8% | +23.8% | +24.4% |
| 1Y | +49.4% | +13.6% | +35.8% | +34.3% |
| 3Y | +157.8% | +89.2% | +68.6% | +55.4% |
| 5Y | +176.6% | +51.1% | +125.6% | +91.1% |
| All | +362.2% | +222.4% | +139.7% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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