+79.8%
AEP vs FROG
+202.6%
-122.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | +2.0% | -5.5% | +7.5% | +2.0% |
| 30D | +0.5% | -3.1% | +3.6% | +0.5% |
| 3M | -0.3% | +1.2% | -1.5% | -0.3% |
| 6M | -3.5% | +113.7% | -117.1% | -3.5% |
| YTD | +11.3% | +38.9% | -27.6% | +11.8% |
| 1Y | +20.2% | +72.0% | -51.7% | +20.0% |
| 3Y | +79.8% | +217.1% | -137.3% | +66.5% |
| All | +79.8% | +202.6% | -122.8% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling