+16.1%
ACN vs FROG
+59.4%
-43.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.1% |
| 7D | -3.8% | +12.5% | -16.3% | -5.4% |
| 30D | +16.5% | +23.5% | -7.0% | +11.9% |
| 3M | +41.5% | +19.4% | +22.1% | +36.1% |
| 6M | +60.1% | +77.0% | -16.9% | +44.1% |
| YTD | -3.9% | +81.9% | -85.8% | -15.4% |
| 1Y | +4.1% | +90.7% | -86.6% | -9.1% |
| 3Y | -15.9% | +328.5% | -344.4% | -38.0% |
| 5Y | -26.3% | +207.0% | -233.4% | -46.6% |
| All | +16.1% | +59.4% | -43.3% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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