-6.2%
AAL vs FROG
+206.6%
-212.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.6% | +1.7% |
| 7D | -3.7% | -11.3% | +7.5% | -2.3% |
| 30D | -20.8% | +3.6% | -24.5% | -21.4% |
| 3M | -1.3% | +1.7% | -2.9% | -2.1% |
| 6M | +5.4% | +123.5% | -118.1% | -7.6% |
| YTD | -14.4% | +40.2% | -54.6% | -20.2% |
| 1Y | +2.1% | +81.0% | -78.9% | -9.8% |
| All | -6.2% | +206.6% | -212.8% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling