+56.3%
AON vs FROG
+22.3%
+34.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.6% |
| 7D | -6.3% | -0.5% | -5.8% | -6.3% |
| 30D | -14.1% | +1.3% | -15.4% | -14.3% |
| 3M | -9.5% | +11.1% | -20.6% | -10.3% |
| 6M | -4.0% | +108.3% | -112.3% | -8.6% |
| YTD | -13.8% | +39.6% | -53.4% | -16.4% |
| 1Y | -18.3% | +74.7% | -93.0% | -22.1% |
| 3Y | -7.2% | +224.1% | -231.3% | -17.3% |
| 5Y | +7.3% | +138.4% | -131.0% | -6.1% |
| All | +56.3% | +22.3% | +34.0% | +39.6% |
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