-83.1%
FRMI vs AIG
-2.2%
-80.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.4% |
| 7D | +7.4% | -1.2% | +8.6% | +6.5% |
| 30D | -27.6% | -1.1% | -26.6% | -28.1% |
| 3M | -20.9% | +0.7% | -21.5% | -19.4% |
| 6M | -36.6% | -2.2% | -34.4% | -37.6% |
| YTD | -31.3% | -10.8% | -20.4% | -40.7% |
| All | -83.1% | -2.2% | -80.8% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling