+39.2%
AEM vs FROG
+83.7%
-44.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.2% | -0.9% |
| 7D | -0.5% | -11.3% | +10.8% | +0.3% |
| 30D | +24.0% | +3.6% | +20.4% | +23.7% |
| 3M | +16.1% | +1.7% | +14.4% | +15.7% |
| 6M | -11.6% | +123.5% | -135.1% | -16.6% |
| YTD | +21.5% | +40.2% | -18.7% | +18.3% |
| 1Y | +39.2% | +81.0% | -41.8% | +34.0% |
| All | +39.2% | +83.7% | -44.5% | +34.0% |
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