-84.3%
FRMI vs AEIS
+67.2%
-151.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +2.9% | +4.1% |
| 7D | +2.4% | +3.0% | -0.6% | +1.0% |
| 30D | -17.3% | -14.6% | -2.6% | -10.1% |
| 3M | -17.2% | -12.4% | -4.7% | -13.9% |
| 6M | -43.4% | -15.0% | -28.4% | -42.0% |
| YTD | -36.0% | +34.3% | -70.3% | -49.8% |
| All | -84.3% | +67.2% | -151.5% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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