+149.2%
AJG vs FROG
+22.3%
+126.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | -1.2% |
| 7D | -8.3% | -0.5% | -7.8% | -8.3% |
| 30D | -5.7% | +1.3% | -7.0% | -5.9% |
| 3M | +9.1% | +11.1% | -2.0% | +8.3% |
| 6M | +15.2% | +108.3% | -93.1% | +10.6% |
| YTD | -6.3% | +39.6% | -45.9% | -8.6% |
| 1Y | -19.1% | +74.7% | -93.9% | -22.3% |
| 3Y | +8.2% | +224.1% | -215.9% | -2.1% |
| 5Y | +75.6% | +138.4% | -62.8% | +55.3% |
| All | +149.2% | +22.3% | +126.8% | +122.7% |
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