+44.2%
USFD vs ALLE
+14.6%
+29.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.0% |
| 7D | +3.9% | 0.0% | +3.9% | +4.0% |
| 30D | +10.7% | +20.6% | -9.9% | +5.4% |
| 3M | +6.3% | +11.4% | -5.1% | +3.4% |
| 6M | +16.2% | +42.5% | -26.3% | +5.3% |
| YTD | +41.9% | +18.9% | +23.0% | +34.9% |
| 1Y | +44.2% | +14.2% | +30.0% | +40.6% |
| All | +44.2% | +14.6% | +29.6% | +40.6% |
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