+158.3%
USFD vs ALLE
+90.7%
+67.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -1.9% |
| 7D | +3.9% | 0.0% | +3.9% | +4.0% |
| 30D | +10.7% | +20.6% | -9.9% | +4.3% |
| 3M | +6.3% | +11.4% | -5.1% | +2.7% |
| 6M | +16.2% | +42.5% | -26.3% | +3.3% |
| YTD | +41.9% | +18.9% | +23.0% | +33.5% |
| 1Y | +44.2% | +14.2% | +30.0% | +37.6% |
| All | +158.3% | +90.7% | +67.6% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling