+145.3%
AEHR vs FROG
+83.7%
+61.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.4% | -4.1% | -6.2% |
| 7D | -5.7% | -14.1% | +8.3% | -3.7% |
| 30D | -41.7% | -11.8% | -30.0% | -40.6% |
| 3M | -44.6% | +0.1% | -44.8% | -44.2% |
| 6M | -28.9% | +64.2% | -93.1% | -31.1% |
| YTD | +201.3% | +38.2% | +163.1% | +185.2% |
| 1Y | +145.3% | +85.4% | +59.9% | +121.3% |
| All | +145.3% | +83.7% | +61.6% | +121.3% |
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 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