+74.8%
FROG vs AEIS
+85.4%
-10.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.7% |
| 7D | -4.8% | +6.5% | -11.3% | -5.0% |
| 30D | -0.9% | -9.2% | +8.2% | -0.9% |
| 3M | +7.5% | -8.3% | +15.8% | +6.7% |
| 6M | +107.0% | -6.3% | +113.3% | +102.9% |
| YTD | +39.8% | +36.5% | +3.3% | +29.6% |
| 1Y | +74.8% | +84.8% | -9.9% | +47.7% |
| All | +74.8% | +85.4% | -10.6% | +47.7% |
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