+168.6%
AEM vs FROG
+22.3%
+146.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.5% | +2.0% |
| 7D | -2.1% | -0.5% | -1.7% | -2.1% |
| 30D | +8.4% | +1.3% | +7.1% | +8.2% |
| 3M | +27.3% | +11.1% | +16.2% | +25.9% |
| 6M | -9.7% | +108.3% | -118.0% | -15.1% |
| YTD | +19.0% | +39.6% | -20.6% | +14.6% |
| 1Y | +31.5% | +74.7% | -43.3% | +24.1% |
| 3Y | +338.7% | +224.1% | +114.6% | +283.6% |
| 5Y | +307.4% | +138.4% | +169.0% | +251.6% |
| All | +168.6% | +22.3% | +146.2% | +132.1% |
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 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