-4.5%
AAL vs FROG
+41.7%
-46.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +35.3% | -33.4% | -3.7% |
| 7D | +4.6% | +7.0% | -2.4% | +2.4% |
| 30D | +2.6% | +2.9% | -0.3% | +0.9% |
| 3M | -17.8% | +21.6% | -39.4% | -21.9% |
| 6M | +1.9% | +87.7% | -85.8% | -11.8% |
| YTD | -14.0% | +61.7% | -75.7% | -24.9% |
| 1Y | +0.2% | +113.7% | -113.4% | -18.0% |
| 3Y | +13.0% | +267.7% | -254.7% | -21.7% |
| 5Y | -39.6% | +158.8% | -198.4% | -60.0% |
| All | -4.5% | +41.7% | -46.2% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling