+8.0%
AON vs FROG
+133.6%
-125.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.6% |
| 7D | -7.9% | -4.8% | -3.1% | -7.7% |
| 30D | -14.6% | -0.9% | -13.7% | -14.8% |
| 3M | -7.9% | +7.5% | -15.4% | -8.7% |
| 6M | -8.0% | +107.0% | -115.0% | -13.0% |
| YTD | -13.2% | +39.8% | -53.0% | -16.1% |
| 1Y | -16.4% | +74.8% | -91.2% | -20.9% |
| 3Y | -6.7% | +219.3% | -225.9% | -19.0% |
| 5Y | +8.0% | +133.0% | -125.0% | -7.8% |
| All | +8.0% | +133.6% | -125.6% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling