+139.2%
AEM vs FROG
+59.4%
+79.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.2% |
| 7D | -6.8% | +12.5% | -19.3% | -7.6% |
| 30D | +0.8% | +23.5% | -22.7% | -1.2% |
| 3M | -0.8% | +19.4% | -20.2% | -2.7% |
| 6M | -8.5% | +77.0% | -85.5% | -13.1% |
| YTD | +5.9% | +81.9% | -75.9% | -0.4% |
| 1Y | +6.6% | +90.7% | -84.1% | -0.2% |
| 3Y | +302.2% | +328.5% | -26.3% | +243.3% |
| 5Y | +250.8% | +207.0% | +43.8% | +196.0% |
| All | +139.2% | +59.4% | +79.8% | +101.7% |
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