-2.0%
AGG vs FROG
+133.6%
-135.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -0.2% | -4.8% | +4.6% | -0.1% |
| 30D | -0.2% | -0.9% | +0.7% | -0.2% |
| 3M | -0.7% | +7.5% | -8.2% | -0.9% |
| 6M | -1.8% | +107.0% | -108.8% | -2.8% |
| YTD | -0.6% | +39.8% | -40.4% | -1.2% |
| 1Y | +0.4% | +74.8% | -74.4% | -0.7% |
| 3Y | +13.2% | +219.3% | -206.1% | +10.0% |
| 5Y | -2.0% | +133.0% | -134.9% | -5.0% |
| All | -2.0% | +133.6% | -135.6% | -5.0% |
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