+341.3%
USFD vs ALLE
+220.5%
+120.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.8% | +6.7% | +7.4% |
| 7D | +7.8% | +6.7% | +1.2% | +3.7% |
| 30D | +16.2% | +25.4% | -9.2% | +0.5% |
| 3M | +11.0% | +16.9% | -5.9% | +0.2% |
| 6M | +20.7% | +46.6% | -25.8% | -6.6% |
| YTD | +46.0% | +22.4% | +23.5% | +25.5% |
| 1Y | +49.8% | +17.7% | +32.1% | +32.0% |
| 3Y | +167.3% | +96.3% | +70.9% | +59.1% |
| 5Y | +197.2% | +57.4% | +139.8% | +101.5% |
| 10Y | +389.9% | +241.0% | +148.8% | +149.1% |
| All | +341.3% | +220.5% | +120.8% | +127.3% |
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 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