+34.3%
AIG vs FROG
+219.3%
-185.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -1.4% | -4.8% | +3.4% | -1.2% |
| 30D | -3.3% | -0.9% | -2.4% | -3.4% |
| 3M | +2.2% | +7.5% | -5.3% | +1.5% |
| 6M | -2.1% | +107.0% | -109.1% | -6.9% |
| YTD | -11.2% | +39.8% | -51.0% | -13.7% |
| 1Y | -2.1% | +74.8% | -76.9% | -7.2% |
| All | +34.3% | +219.3% | -185.0% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling