+228.1%
AEHR vs FROG
+83.7%
+144.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -3.3% | +16.4% | +13.5% |
| 7D | +6.7% | -11.3% | +18.0% | +8.3% |
| 30D | -12.7% | +3.6% | -16.3% | -13.1% |
| 3M | -26.0% | +1.7% | -27.7% | -26.6% |
| 6M | +102.2% | +123.5% | -21.3% | +84.5% |
| YTD | +327.2% | +40.2% | +287.0% | +298.1% |
| 1Y | +228.1% | +81.0% | +147.1% | +188.7% |
| All | +228.1% | +83.7% | +144.4% | +188.7% |
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 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