-22.7%
ACI vs FROG
+78.6%
-101.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | +1.5% |
| 7D | -5.9% | +27.1% | -33.0% | -3.5% |
| 30D | +7.2% | +5.8% | +1.4% | +8.5% |
| 3M | +8.8% | +20.8% | -12.0% | +11.4% |
| 6M | -17.2% | +53.3% | -70.5% | -12.9% |
| YTD | -21.3% | +73.2% | -94.5% | -16.5% |
| All | -22.7% | +78.6% | -101.2% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling