+83.3%
AEP vs FROG
+182.9%
-99.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.1% | -5.7% | +1.4% |
| 7D | -1.5% | +27.1% | -28.6% | -1.5% |
| 30D | +4.5% | +5.8% | -1.3% | +4.5% |
| 3M | +2.8% | +20.8% | -18.0% | +2.8% |
| 6M | -0.7% | +53.3% | -54.0% | -0.8% |
| YTD | +13.8% | +73.2% | -59.4% | +13.8% |
| 1Y | +9.0% | +80.3% | -71.3% | +8.8% |
| 3Y | +83.0% | +318.3% | -235.3% | +77.1% |
| 5Y | +83.3% | +179.9% | -96.6% | +72.6% |
| All | +83.3% | +182.9% | -99.7% | +72.6% |
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