+16.6%
AEM vs FRMI
-78.6%
+95.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.6% |
| 7D | -5.0% | +10.9% | -16.0% | -6.4% |
| 30D | +8.5% | -24.3% | +32.8% | +11.7% |
| 3M | +29.3% | -21.8% | +51.0% | +31.0% |
| 6M | -12.9% | -33.0% | +20.1% | -11.5% |
| YTD | +16.8% | -32.6% | +49.4% | +17.7% |
| All | +16.6% | -78.6% | +95.1% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling