+216.3%
USFD vs ALLE
+13.7%
+202.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | +3.5% | -6.8% | +10.3% | +6.8% |
| 3M | +26.6% | +21.0% | +5.5% | +15.0% |
| 6M | +11.7% | +1.1% | +10.6% | +10.3% |
| YTD | +38.1% | -0.5% | +38.7% | +36.8% |
| 1Y | +33.4% | -7.3% | +40.6% | +36.5% |
| 3Y | +155.8% | +42.3% | +113.6% | +103.6% |
| All | +216.3% | +13.7% | +202.6% | +163.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling