+7.7%
AAL vs FROG
+83.7%
-76.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.7% | +6.4% |
| 7D | +8.3% | -14.1% | +22.4% | +9.2% |
| 30D | +6.2% | -11.8% | +18.0% | +6.8% |
| 3M | -17.7% | +0.1% | -17.8% | -17.9% |
| 6M | +15.4% | +64.2% | -48.8% | +11.2% |
| YTD | -11.1% | +38.2% | -49.3% | -14.0% |
| 1Y | +7.7% | +85.4% | -77.7% | +1.3% |
| All | +7.7% | +83.7% | -76.0% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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