+2.2%
AON vs FROG
+323.8%
-321.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -0.9% |
| 7D | -3.2% | +48.2% | -51.4% | -3.3% |
| 30D | +21.7% | +11.4% | +10.3% | +21.9% |
| 3M | -5.1% | +28.5% | -33.7% | -5.4% |
| 6M | +5.9% | +63.7% | -57.8% | +4.8% |
| YTD | -4.8% | +77.1% | -81.9% | -6.3% |
| 1Y | -4.1% | +79.3% | -83.4% | -5.7% |
| All | +2.2% | +323.8% | -321.6% | -1.3% |
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