+48.3%
ACI vs FROG
+22.9%
+25.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.3% |
| 7D | +0.2% | -11.3% | +11.4% | +0.2% |
| 30D | +5.9% | +3.6% | +2.3% | +5.9% |
| 3M | -19.8% | +1.7% | -21.4% | -19.8% |
| 6M | -24.7% | +123.5% | -148.3% | -25.7% |
| YTD | -24.4% | +40.2% | -64.6% | -24.7% |
| 1Y | -31.5% | +81.0% | -112.5% | -32.4% |
| 3Y | -38.7% | +194.8% | -233.4% | -41.1% |
| 5Y | -42.8% | +131.8% | -174.6% | -45.0% |
| All | +48.3% | +22.9% | +25.4% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling