+14.7%
AEP vs FRMI
-77.3%
+92.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.5% | -10.8% | +0.7% |
| 7D | +2.0% | +23.3% | -21.3% | +2.0% |
| 30D | +0.5% | -7.6% | +8.1% | +0.5% |
| 3M | -0.3% | +0.2% | -0.5% | -0.4% |
| 6M | -3.5% | -28.7% | +25.2% | -3.2% |
| YTD | +11.3% | -28.6% | +39.9% | +11.7% |
| All | +14.7% | -77.3% | +92.0% | +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 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