+827.9%
AEHR vs FROG
+136.2%
+691.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.4% | -2.4% |
| 7D | +23.0% | -2.2% | +25.2% | +23.7% |
| 30D | -19.9% | +3.0% | -22.9% | -21.5% |
| 3M | +0.5% | +10.3% | -9.8% | -4.4% |
| 6M | +123.6% | +116.7% | +6.9% | +58.6% |
| YTD | +364.6% | +41.9% | +322.7% | +273.2% |
| 1Y | +255.3% | +78.5% | +176.8% | +151.9% |
| 3Y | +89.7% | +224.1% | -134.4% | -16.8% |
| 5Y | +827.9% | +142.4% | +685.5% | +381.1% |
| All | +827.9% | +136.2% | +691.7% | +381.1% |
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