+57.8%
ACI vs FROG
+45.3%
+12.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.4% | +2.2% |
| 7D | -0.6% | +17.0% | -17.6% | -0.5% |
| 30D | +9.5% | +1.3% | +8.3% | +9.7% |
| 3M | +10.1% | +17.5% | -7.4% | +10.2% |
| 6M | -15.4% | +46.8% | -62.2% | -15.5% |
| YTD | -19.5% | +65.8% | -85.3% | -19.8% |
| 1Y | -21.0% | +61.0% | -82.0% | -21.2% |
| 3Y | -31.2% | +296.7% | -327.9% | -34.2% |
| 5Y | -40.6% | +177.8% | -218.4% | -42.8% |
| All | +57.8% | +45.3% | +12.5% | +60.1% |
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 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