+325.7%
AEM vs FROG
+299.7%
+26.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.3% | -0.9% | -4.9% |
| 7D | +13.9% | +17.0% | -3.2% | +12.7% |
| 30D | +0.8% | +1.3% | -0.5% | +0.5% |
| 3M | +5.8% | +17.5% | -11.7% | +4.5% |
| 6M | -1.0% | +46.8% | -47.7% | -3.6% |
| YTD | +13.1% | +65.8% | -52.7% | +8.7% |
| 1Y | +14.4% | +61.0% | -46.6% | +10.1% |
| 3Y | +325.7% | +296.7% | +29.0% | +278.4% |
| All | +325.7% | +299.7% | +26.1% | +278.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling