+130.6%
FROG vs AEIS
+228.8%
-98.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.9% |
| 7D | -5.5% | +8.1% | -13.6% | -7.9% |
| 30D | -3.1% | -11.1% | +8.0% | +0.2% |
| 3M | +1.2% | -5.6% | +6.9% | -0.4% |
| 6M | +113.7% | -0.6% | +114.3% | +99.0% |
| YTD | +38.9% | +38.0% | +0.8% | +8.2% |
| 1Y | +72.0% | +87.2% | -15.3% | +13.3% |
| 3Y | +217.1% | +179.7% | +37.4% | +57.5% |
| 5Y | +130.6% | +241.7% | -111.1% | -3.3% |
| All | +130.6% | +228.8% | -98.2% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling