+79.3%
FROG vs AEE
+11.1%
+68.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.2% |
| 7D | +48.2% | +0.6% | +47.6% | +48.9% |
| 30D | +11.4% | +8.8% | +2.6% | +19.7% |
| 3M | +28.5% | +5.1% | +23.5% | +35.4% |
| 6M | +63.7% | +5.2% | +58.6% | +76.3% |
| YTD | +77.1% | +16.1% | +61.0% | +107.6% |
| 1Y | +79.3% | +10.4% | +68.9% | +106.2% |
| All | +79.3% | +11.1% | +68.2% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling