+297.5%
AEM vs FROG
+125.4%
+172.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | +4.3% | -5.5% | +9.8% | +4.8% |
| 30D | +13.1% | -3.1% | +16.2% | +13.3% |
| 3M | +24.8% | +1.2% | +23.5% | +24.2% |
| 6M | -8.2% | +113.7% | -121.9% | -14.7% |
| YTD | +19.8% | +38.9% | -19.0% | +15.0% |
| 1Y | +32.1% | +72.0% | -39.9% | +23.9% |
| 3Y | +348.2% | +217.1% | +131.1% | +281.2% |
| 5Y | +297.5% | +130.6% | +166.9% | +234.8% |
| All | +297.5% | +125.4% | +172.1% | +234.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling