+52.1%
USFD vs ALLE
+15.5%
+36.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +2.3% |
| 7D | +3.9% | -0.6% | +4.5% | +4.1% |
| 30D | +12.8% | +26.6% | -13.8% | +6.2% |
| 3M | +1.0% | +13.2% | -12.2% | -2.2% |
| 6M | +30.3% | +42.9% | -12.6% | +18.5% |
| YTD | +46.0% | +21.0% | +24.9% | +38.8% |
| All | +52.1% | +15.5% | +36.6% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling