-93.2%
FRMI vs AEE
+13.9%
-107.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +2.5% | -13.0% | -11.0% |
| 7D | -39.7% | +4.7% | -44.4% | -40.5% |
| 30D | -55.2% | +13.4% | -68.6% | -57.3% |
| 3M | -71.2% | +4.1% | -75.2% | -71.6% |
| 6M | -64.1% | +2.0% | -66.1% | -64.4% |
| YTD | -77.2% | +15.6% | -92.9% | -78.9% |
| 1Y | -93.2% | +14.1% | -107.3% | -93.4% |
| All | -93.2% | +13.9% | -107.1% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling