-6.4%
AAL vs FROG
+21.7%
-28.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -0.3% | -5.5% | +5.2% | +0.6% |
| 30D | -19.0% | -3.1% | -15.9% | -18.8% |
| 3M | -5.1% | +1.2% | -6.3% | -6.1% |
| 6M | +15.5% | +113.7% | -98.2% | -1.7% |
| YTD | -15.8% | +38.9% | -54.6% | -23.5% |
| 1Y | -0.3% | +72.0% | -72.3% | -14.0% |
| 3Y | -7.7% | +217.1% | -224.8% | -33.7% |
| 5Y | -32.5% | +130.6% | -163.1% | -53.6% |
| All | -6.4% | +21.7% | -28.1% | -37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling