+174.4%
AEM vs FROG
+22.9%
+151.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.2% | -0.9% |
| 7D | -0.5% | -11.3% | +10.8% | +0.4% |
| 30D | +24.0% | +3.6% | +20.4% | +23.5% |
| 3M | +16.1% | +1.7% | +14.4% | +15.6% |
| 6M | -11.6% | +123.5% | -135.1% | -17.4% |
| YTD | +21.5% | +40.2% | -18.7% | +17.0% |
| 1Y | +39.2% | +81.0% | -41.8% | +31.1% |
| 3Y | +347.4% | +194.8% | +152.7% | +294.7% |
| 5Y | +290.1% | +131.8% | +158.3% | +236.9% |
| All | +174.4% | +22.9% | +151.5% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling