+15.4%
AAL vs FRMI
-78.1%
+93.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.1% |
| 7D | -0.9% | +7.4% | -8.3% | -1.4% |
| 30D | -12.9% | -27.6% | +14.8% | -11.5% |
| 3M | -11.2% | -20.9% | +9.7% | -10.9% |
| 6M | +17.8% | -36.6% | +54.4% | +18.3% |
| YTD | -15.1% | -31.3% | +16.1% | -15.3% |
| All | +15.4% | -78.1% | +93.6% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling