+6,298.0%
AEHR vs FROG
+22.3%
+6,275.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.5% |
| 7D | +9.8% | -0.5% | +10.3% | +9.9% |
| 30D | -26.7% | +1.3% | -28.1% | -27.7% |
| 3M | -8.1% | +11.1% | -19.2% | -12.5% |
| 6M | +123.1% | +108.3% | +14.7% | +63.9% |
| YTD | +369.0% | +39.6% | +329.4% | +283.7% |
| 1Y | +256.4% | +74.7% | +181.6% | +161.0% |
| 3Y | +96.4% | +224.1% | -127.7% | -4.0% |
| 5Y | +836.6% | +138.4% | +698.2% | +383.2% |
| All | +6,298.0% | +22.3% | +6,275.6% | +3,580.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling