+100.4%
AEP vs FROG
+59.4%
+41.0%
-29.6%
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% | +0.2% |
| 7D | +2.9% | +12.5% | -9.6% | +2.9% |
| 30D | +3.2% | +23.5% | -20.3% | +3.2% |
| 3M | +3.8% | +19.4% | -15.6% | +3.8% |
| 6M | +2.5% | +77.0% | -74.5% | +2.3% |
| YTD | +15.5% | +81.9% | -66.4% | +15.3% |
| 1Y | +9.6% | +90.7% | -81.1% | +9.4% |
| 3Y | +91.2% | +328.5% | -237.4% | +86.8% |
| 5Y | +88.2% | +207.0% | -118.8% | +82.3% |
| All | +100.4% | +59.4% | +41.0% | +98.4% |
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