-83.4%
FRMI vs AEIS
+63.0%
-146.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -0.3% |
| 7D | +10.9% | -0.2% | +11.1% | +11.2% |
| 30D | -24.3% | -16.4% | -7.9% | -16.9% |
| 3M | -21.8% | -11.1% | -10.6% | -19.1% |
| 6M | -33.0% | -12.0% | -21.0% | -32.7% |
| YTD | -32.6% | +30.9% | -63.5% | -46.3% |
| All | -83.4% | +63.0% | -146.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling