-31.6%
ACI vs FROG
+335.2%
-366.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -0.7% |
| 7D | +2.3% | +12.5% | -10.2% | +2.7% |
| 30D | +1.2% | +23.5% | -22.3% | +2.4% |
| 3M | +6.8% | +19.4% | -12.6% | +8.0% |
| 6M | -18.7% | +77.0% | -95.7% | -17.0% |
| YTD | -20.2% | +81.9% | -102.1% | -17.9% |
| 1Y | -23.7% | +90.7% | -114.4% | -21.6% |
| 3Y | -31.6% | +328.5% | -360.2% | -33.1% |
| All | -31.6% | +335.2% | -366.9% | -33.1% |
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 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