+59.9%
AIG vs FROG
+207.6%
-147.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.4% | +0.2% |
| 7D | +6.6% | +12.5% | -5.9% | +5.9% |
| 30D | +7.0% | +23.5% | -16.5% | +5.3% |
| 3M | +9.7% | +19.4% | -9.7% | +8.0% |
| 6M | +10.8% | +77.0% | -66.2% | +5.3% |
| YTD | -1.3% | +81.9% | -83.2% | -7.3% |
| 1Y | +8.4% | +90.7% | -82.3% | +1.1% |
| 3Y | +39.0% | +328.5% | -289.5% | +14.5% |
| All | +59.9% | +207.6% | -147.7% | +30.1% |
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