-83.1%
FRMI vs AEIS
+71.0%
-154.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | -0.6% |
| 7D | +7.4% | +2.3% | +5.2% | +6.2% |
| 30D | -27.6% | -14.8% | -12.8% | -21.4% |
| 3M | -20.9% | -15.6% | -5.3% | -15.9% |
| 6M | -36.6% | -8.7% | -27.9% | -37.6% |
| YTD | -31.3% | +37.3% | -68.6% | -46.7% |
| All | -83.1% | +71.0% | -154.1% | -86.0% |
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