+91.9%
AEP vs FROG
+22.5%
+69.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | +0.9% | -4.8% | +5.7% | +0.9% |
| 30D | +1.5% | -0.9% | +2.4% | +1.5% |
| 3M | -1.7% | +7.5% | -9.1% | -1.7% |
| 6M | -4.0% | +107.0% | -111.1% | -4.5% |
| YTD | +10.6% | +39.8% | -29.2% | +10.5% |
| 1Y | +18.6% | +74.8% | -56.2% | +18.0% |
| 3Y | +78.7% | +219.3% | -140.6% | +74.4% |
| 5Y | +65.1% | +133.0% | -67.9% | +59.9% |
| All | +91.9% | +22.5% | +69.4% | +90.0% |
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