+14.6%
AAL vs FRMI
-77.3%
+91.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.5% | -13.2% | -2.3% |
| 7D | -0.3% | +23.3% | -23.6% | -1.5% |
| 30D | -19.0% | -7.6% | -11.4% | -18.9% |
| 3M | -5.1% | +0.2% | -5.2% | -5.7% |
| 6M | +15.5% | -28.7% | +44.2% | +15.5% |
| YTD | -15.8% | -28.6% | +12.8% | -16.2% |
| All | +14.6% | -77.3% | +91.8% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling