+66.8%
AON vs FROG
+22.9%
+43.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -1.0% |
| 7D | -9.1% | -11.3% | +2.2% | -8.6% |
| 30D | -10.2% | +3.6% | -13.9% | -10.6% |
| 3M | +0.5% | +1.7% | -1.2% | +0.1% |
| 6M | -4.8% | +123.5% | -128.4% | -9.8% |
| YTD | -8.0% | +40.2% | -48.2% | -10.7% |
| 1Y | -13.1% | +81.0% | -94.1% | -17.4% |
| 3Y | -1.3% | +194.8% | -196.0% | -11.4% |
| 5Y | +14.9% | +131.8% | -116.9% | +0.6% |
| All | +66.8% | +22.9% | +43.9% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling