+87.7%
FROG vs AEIS
-44.0%
+131.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +6.1% | +29.2% | +33.9% |
| 7D | +7.0% | -11.3% | +18.3% | +8.8% |
| 30D | +2.9% | -32.6% | +35.5% | +5.7% |
| 3M | +21.6% | -39.2% | +60.8% | +25.4% |
| 6M | +87.7% | -45.4% | +133.0% | +87.5% |
| All | +87.7% | -44.0% | +131.7% | +87.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling