+267.7%
FROG vs AEIS
+117.1%
+150.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +6.1% | +29.2% | +33.9% |
| 7D | +7.0% | -11.3% | +18.3% | +10.0% |
| 30D | +2.9% | -32.6% | +35.5% | +11.1% |
| 3M | +21.6% | -39.2% | +60.8% | +33.0% |
| 6M | +87.7% | -45.4% | +133.0% | +106.1% |
| YTD | +61.7% | -5.8% | +67.5% | +45.0% |
| 1Y | +113.7% | -10.0% | +123.7% | +94.3% |
| 3Y | +267.7% | +121.2% | +146.6% | +124.7% |
| All | +267.7% | +117.1% | +150.6% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling