+0.9%
AON vs FROG
+83.7%
-82.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.8% | +4.4% |
| 7D | +9.4% | -14.1% | +23.5% | +9.4% |
| 30D | +27.0% | -11.8% | +38.8% | +27.0% |
| 3M | -3.1% | +0.1% | -3.3% | -3.4% |
| 6M | +10.0% | +64.2% | -54.2% | +8.4% |
| YTD | -1.6% | +38.2% | -39.8% | -2.9% |
| 1Y | +0.9% | +85.4% | -84.5% | -1.8% |
| All | +0.9% | +83.7% | -82.8% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling