+148.5%
AFL vs FROG
+195.3%
-46.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | +0.2% | +48.2% | -48.0% | -0.5% |
| 30D | +8.6% | +11.4% | -2.8% | +8.4% |
| 3M | +5.3% | +28.5% | -23.2% | +4.6% |
| 6M | +10.0% | +63.7% | -53.7% | +8.3% |
| YTD | +16.5% | +77.1% | -60.6% | +14.0% |
| 1Y | +12.7% | +79.3% | -66.7% | +10.1% |
| 3Y | +65.5% | +323.8% | -258.3% | +51.0% |
| 5Y | +148.5% | +198.9% | -50.4% | +130.9% |
| All | +148.5% | +195.3% | -46.8% | +130.9% |
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