+18.8%
AEM vs FRMI
-78.1%
+96.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.2% | +1.6% |
| 7D | -2.1% | +7.4% | -9.6% | -3.1% |
| 30D | +8.4% | -27.6% | +36.1% | +12.3% |
| 3M | +27.3% | -20.9% | +48.1% | +28.8% |
| 6M | -9.7% | -36.6% | +26.9% | -7.5% |
| YTD | +19.0% | -31.3% | +50.2% | +19.6% |
| All | +18.8% | -78.1% | +96.9% | +33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling