+613.6%
FCX vs AEE
+191.3%
+422.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -6.2% |
| 7D | -1.9% | -0.7% | -1.2% | -1.6% |
| 30D | +3.4% | -2.0% | +5.4% | +4.0% |
| 3M | +15.0% | -2.8% | +17.8% | +15.6% |
| 6M | +14.6% | -3.6% | +18.2% | +15.2% |
| YTD | +41.2% | +7.3% | +33.9% | +37.0% |
| 1Y | +60.4% | +8.7% | +51.7% | +54.7% |
| 3Y | +88.4% | +46.0% | +42.4% | +62.7% |
| 5Y | +115.0% | +39.8% | +75.3% | +87.9% |
| All | +613.6% | +191.3% | +422.3% | +464.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling