-83.0%
FRMI vs AEIS
+70.0%
-153.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.0% | -2.6% |
| 7D | +15.9% | +6.5% | +9.5% | +12.4% |
| 30D | -6.0% | -9.2% | +3.2% | -0.8% |
| 3M | -1.6% | -8.3% | +6.7% | 0.0% |
| 6M | -30.7% | -6.3% | -24.4% | -32.7% |
| YTD | -30.9% | +36.5% | -67.4% | -46.2% |
| All | -83.0% | +70.0% | -153.0% | -85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling