+189.5%
AIG vs FROG
+22.3%
+167.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.5% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | -1.1% | +1.3% | -2.4% | -1.2% |
| 3M | +0.7% | +11.1% | -10.4% | -0.1% |
| 6M | -2.2% | +108.3% | -110.5% | -6.4% |
| YTD | -10.8% | +39.6% | -50.4% | -13.2% |
| 1Y | -2.0% | +74.7% | -76.8% | -6.2% |
| 3Y | +34.8% | +224.1% | -189.3% | +22.7% |
| 5Y | +55.0% | +138.4% | -83.4% | +36.2% |
| All | +189.5% | +22.3% | +167.2% | +145.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling