+98.3%
AEP vs FROG
+45.3%
+53.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.4% |
| 7D | -0.8% | +17.0% | -17.8% | -0.8% |
| 30D | +4.9% | +1.3% | +3.6% | +4.9% |
| 3M | +4.9% | +17.5% | -12.6% | +4.8% |
| 6M | -0.3% | +46.8% | -47.1% | -0.4% |
| YTD | +14.3% | +65.8% | -51.5% | +14.1% |
| 1Y | +7.5% | +61.0% | -53.5% | +7.4% |
| 3Y | +82.6% | +296.7% | -214.1% | +78.4% |
| 5Y | +81.5% | +177.8% | -96.4% | +75.8% |
| All | +98.3% | +45.3% | +53.0% | +96.3% |
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