+35.2%
FROG vs AEIS
+368.4%
-333.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -4.1% |
| 7D | -11.3% | +3.0% | -14.2% | -12.0% |
| 30D | +3.6% | -14.6% | +18.3% | +8.3% |
| 3M | +1.7% | -12.4% | +14.1% | +2.6% |
| 6M | +123.5% | -15.0% | +138.5% | +121.7% |
| YTD | +40.2% | +34.3% | +6.0% | +13.9% |
| 1Y | +81.0% | +87.4% | -6.4% | +25.9% |
| 3Y | +194.8% | +139.8% | +55.0% | +74.4% |
| 5Y | +131.8% | +220.7% | -88.9% | +18.0% |
| All | +35.2% | +368.4% | -333.2% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling