+67.0%
FROG vs ALLE
+103.3%
-36.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.8% | +4.4% | +6.2% |
| 7D | +27.1% | -0.6% | +27.7% | +27.5% |
| 30D | +5.8% | +26.6% | -20.8% | -2.7% |
| 3M | +20.8% | +13.2% | +7.7% | +15.4% |
| 6M | +53.3% | +42.9% | +10.5% | +34.0% |
| YTD | +73.2% | +21.0% | +52.2% | +60.4% |
| 1Y | +80.3% | +15.2% | +65.1% | +70.2% |
| 3Y | +318.3% | +95.6% | +222.7% | +210.7% |
| 5Y | +179.9% | +53.4% | +126.5% | +111.0% |
| All | +67.0% | +103.3% | -36.3% | +23.9% |
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