-84.3%
FRMI vs AIG
-1.1%
-83.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.2% | +4.6% |
| 7D | +2.4% | -0.9% | +3.3% | +1.6% |
| 30D | -17.3% | -4.9% | -12.4% | -20.3% |
| 3M | -17.2% | +4.5% | -21.6% | -13.2% |
| 6M | -43.4% | -1.4% | -41.9% | -44.0% |
| YTD | -36.0% | -9.8% | -26.2% | -44.4% |
| All | -84.3% | -1.1% | -83.2% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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