+90.7%
FROG vs AEIS
+4.7%
+86.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.0% | +6.7% | +3.3% |
| 7D | +12.5% | +11.5% | +1.0% | +10.7% |
| 30D | +23.5% | -15.8% | +39.3% | +22.9% |
| 3M | +19.4% | -33.3% | +52.7% | +18.6% |
| 6M | +77.0% | -35.2% | +112.2% | +74.6% |
| YTD | +81.9% | +5.0% | +76.9% | +65.1% |
| 1Y | +90.7% | +8.5% | +82.2% | +71.0% |
| All | +90.7% | +4.7% | +86.0% | +71.0% |
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