-4.6%
AAL vs FROG
+59.4%
-64.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.5% |
| 7D | -0.1% | +12.5% | -12.6% | -2.0% |
| 30D | +11.7% | +23.5% | -11.8% | +6.6% |
| 3M | -12.5% | +19.4% | -31.9% | -16.5% |
| 6M | +3.6% | +77.0% | -73.4% | -8.6% |
| YTD | -14.1% | +81.9% | -96.0% | -26.4% |
| 1Y | +0.8% | +90.7% | -89.9% | -14.6% |
| 3Y | +11.8% | +328.5% | -316.7% | -24.6% |
| 5Y | -35.1% | +207.0% | -242.1% | -57.9% |
| All | -4.6% | +59.4% | -64.0% | -40.3% |
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 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