+55.9%
FROG vs ALLE
+97.8%
-41.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -0.9% | +36.3% | +35.6% |
| 7D | +7.0% | -0.6% | +7.5% | +7.1% |
| 30D | +2.9% | +25.3% | -22.5% | -5.2% |
| 3M | +21.6% | +10.3% | +11.3% | +17.1% |
| 6M | +87.7% | +38.0% | +49.6% | +65.6% |
| YTD | +61.7% | +17.8% | +43.9% | +51.0% |
| 1Y | +113.7% | +13.6% | +100.1% | +102.5% |
| 3Y | +267.7% | +89.2% | +178.5% | +176.2% |
| 5Y | +158.8% | +51.1% | +107.7% | +96.9% |
| All | +55.9% | +97.8% | -41.9% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling