+19.6%
AEM vs FRMI
-77.3%
+96.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.5% | -12.9% | -2.8% |
| 7D | +4.3% | +23.3% | -19.0% | +1.6% |
| 30D | +13.1% | -7.6% | +20.7% | +13.6% |
| 3M | +24.8% | +0.2% | +24.6% | +22.6% |
| 6M | -8.2% | -28.7% | +20.5% | -7.4% |
| YTD | +19.8% | -28.6% | +48.5% | +20.0% |
| All | +19.6% | -77.3% | +96.9% | +34.2% |
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 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