-84.3%
FRMI vs AEE
+4.5%
-88.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.3% | +5.3% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | -17.3% | -2.3% | -15.0% | -17.0% |
| 3M | -17.2% | +0.2% | -17.4% | -17.8% |
| 6M | -43.4% | -4.7% | -38.6% | -42.8% |
| YTD | -36.0% | +8.1% | -44.1% | -35.1% |
| All | -84.3% | +4.5% | -88.8% | -83.2% |
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