-42.4%
ACI vs FROG
+125.4%
-167.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.3% |
| 7D | -2.6% | -5.5% | +2.9% | -2.6% |
| 30D | +1.1% | -3.1% | +4.2% | +1.0% |
| 3M | -23.6% | +1.2% | -24.9% | -23.6% |
| 6M | -29.9% | +113.7% | -143.6% | -30.3% |
| YTD | -26.9% | +38.9% | -65.7% | -26.8% |
| 1Y | -34.2% | +72.0% | -106.2% | -34.6% |
| 3Y | -43.6% | +217.1% | -260.7% | -45.5% |
| 5Y | -42.4% | +130.6% | -173.0% | -45.0% |
| All | -42.4% | +125.4% | -167.8% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling