+75.3%
FROG vs ALLE
+104.8%
-29.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.4% |
| 7D | +12.5% | +3.6% | +8.9% | +11.3% |
| 30D | +23.5% | +25.9% | -2.4% | +13.8% |
| 3M | +19.4% | +15.8% | +3.6% | +13.2% |
| 6M | +77.0% | +48.1% | +28.9% | +52.6% |
| YTD | +81.9% | +22.0% | +59.9% | +68.0% |
| 1Y | +90.7% | +18.0% | +72.6% | +78.3% |
| 3Y | +328.5% | +93.1% | +235.4% | +220.3% |
| 5Y | +207.0% | +52.1% | +155.0% | +130.8% |
| All | +75.3% | +104.8% | -29.5% | +29.8% |
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