+85.4%
FROG vs AEIS
+6.2%
+79.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -11.1% | +8.7% | -2.0% |
| 7D | -14.1% | -12.7% | -1.4% | -13.7% |
| 30D | -11.8% | -28.8% | +17.1% | -11.7% |
| 3M | +0.1% | -38.0% | +38.1% | +0.1% |
| 6M | +64.2% | -45.3% | +109.5% | +62.4% |
| YTD | +38.2% | +1.1% | +37.1% | +35.3% |
| 1Y | +85.4% | +8.6% | +76.8% | +81.8% |
| All | +85.4% | +6.2% | +79.1% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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