+5,728.4%
AEHR vs FROG
+22.9%
+5,705.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -3.3% | +16.4% | +14.2% |
| 7D | +6.7% | -11.3% | +18.0% | +11.0% |
| 30D | -12.7% | +3.6% | -16.3% | -14.6% |
| 3M | -26.0% | +1.7% | -27.7% | -27.3% |
| 6M | +102.2% | +123.5% | -21.3% | +44.9% |
| YTD | +327.2% | +40.2% | +287.0% | +249.0% |
| 1Y | +228.1% | +81.0% | +147.1% | +136.7% |
| 3Y | +67.0% | +194.8% | -127.7% | -14.2% |
| 5Y | +928.1% | +131.8% | +796.3% | +435.1% |
| All | +5,728.4% | +22.9% | +5,705.5% | +3,248.3% |
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