+10.8%
AEP vs FROG
+83.7%
-72.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | -0.6% |
| 7D | +0.8% | -14.1% | +14.9% | +0.2% |
| 30D | +7.9% | -11.8% | +19.7% | +7.6% |
| 3M | +1.5% | +0.1% | +1.3% | +1.6% |
| 6M | -2.6% | +64.2% | -66.8% | -0.8% |
| YTD | +14.7% | +38.2% | -23.6% | +17.8% |
| 1Y | +10.8% | +85.4% | -74.6% | +11.6% |
| All | +10.8% | +83.7% | -72.9% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling