-83.0%
FRMI vs AEE
+5.0%
-88.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -3.1% |
| 7D | +15.9% | +1.1% | +14.9% | +15.7% |
| 30D | -6.0% | 0.0% | -6.0% | -6.0% |
| 3M | -1.6% | -0.9% | -0.7% | -1.9% |
| 6M | -30.7% | -2.4% | -28.3% | -30.4% |
| YTD | -30.9% | +8.6% | -39.5% | -29.9% |
| All | -83.0% | +5.0% | -88.0% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling