-41.9%
ACI vs FROG
+164.1%
-206.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +35.3% | -38.7% | -2.8% |
| 7D | -2.2% | +7.0% | -9.2% | -1.9% |
| 30D | +10.3% | +2.9% | +7.4% | +10.7% |
| 3M | +7.2% | +21.6% | -14.4% | +7.7% |
| 6M | -18.0% | +87.7% | -105.7% | -17.6% |
| YTD | -22.0% | +61.7% | -83.7% | -21.3% |
| 1Y | -23.4% | +113.7% | -137.0% | -23.2% |
| 3Y | -35.8% | +267.7% | -303.6% | -37.0% |
| All | -41.9% | +164.1% | -206.0% | -46.7% |
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