-3.3%
AON vs FROG
+202.6%
-205.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | -3.2% | -5.5% | +2.3% | -3.1% |
| 30D | -11.9% | -3.1% | -8.7% | -11.9% |
| 3M | -2.9% | +1.2% | -4.1% | -3.1% |
| 6M | -6.8% | +113.7% | -120.5% | -9.7% |
| YTD | -10.1% | +38.9% | -48.9% | -11.7% |
| 1Y | -14.2% | +72.0% | -86.2% | -16.8% |
| 3Y | -3.3% | +217.1% | -220.4% | -13.5% |
| All | -3.3% | +202.6% | -205.9% | -13.5% |
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