+64.3%
AEP vs FROG
+127.7%
-63.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | -0.2% |
| 7D | +1.8% | -11.3% | +13.1% | +1.8% |
| 30D | -0.8% | +3.6% | -4.5% | -0.8% |
| 3M | -1.8% | +1.7% | -3.5% | -1.9% |
| 6M | -5.4% | +123.5% | -128.9% | -6.1% |
| YTD | +10.4% | +40.2% | -29.8% | +10.3% |
| 1Y | +18.2% | +81.0% | -62.8% | +17.1% |
| 3Y | +79.0% | +194.8% | -115.8% | +72.7% |
| All | +64.3% | +127.7% | -63.3% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling