+61.0%
FROG vs AEIS
-1.0%
+62.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.4% |
| 7D | +17.0% | -6.9% | +23.9% | +16.4% |
| 30D | +1.3% | -23.2% | +24.5% | +0.7% |
| 3M | +17.5% | -29.5% | +47.0% | +16.9% |
| 6M | +46.8% | -37.9% | +84.7% | +44.9% |
| YTD | +65.8% | +6.0% | +59.8% | +47.1% |
| 1Y | +61.0% | +1.2% | +59.8% | +45.5% |
| All | +61.0% | -1.0% | +62.0% | +45.5% |
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