+317.7%
USFD vs ALLE
+160.4%
+157.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.0% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | +3.5% | -6.8% | +10.3% | +8.0% |
| 3M | +26.6% | +21.0% | +5.5% | +10.9% |
| 6M | +11.7% | +1.1% | +10.6% | +9.3% |
| YTD | +38.1% | -0.5% | +38.7% | +35.7% |
| 1Y | +33.4% | -7.3% | +40.6% | +36.7% |
| 3Y | +155.8% | +42.3% | +113.6% | +88.7% |
| 5Y | +214.0% | +13.5% | +200.6% | +165.8% |
| 10Y | +320.4% | +144.0% | +176.3% | +149.4% |
| All | +317.7% | +160.4% | +157.2% | +145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling