+198.9%
FROG vs AEE
+56.1%
+142.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +48.2% | +0.6% | +47.6% | +48.2% |
| 30D | +11.4% | +8.8% | +2.6% | +11.3% |
| 3M | +28.5% | +5.1% | +23.5% | +28.7% |
| 6M | +63.7% | +5.2% | +58.6% | +63.8% |
| YTD | +77.1% | +16.1% | +61.0% | +74.5% |
| 1Y | +79.3% | +10.4% | +68.9% | +78.0% |
| 3Y | +323.8% | +63.1% | +260.6% | +297.0% |
| 5Y | +198.9% | +55.6% | +143.3% | +186.6% |
| All | +198.9% | +56.1% | +142.9% | +186.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling