+134.6%
FCX vs AEE
+39.2%
+95.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +3.1% | +1.1% | +2.1% | +2.8% |
| 30D | +8.1% | 0.0% | +8.1% | +8.0% |
| 3M | +18.9% | -0.9% | +19.8% | +18.8% |
| 6M | +26.6% | -2.4% | +29.0% | +26.7% |
| YTD | +51.2% | +8.6% | +42.5% | +45.8% |
| 1Y | +75.6% | +10.2% | +65.4% | +68.2% |
| 3Y | +101.7% | +47.8% | +53.9% | +70.5% |
| 5Y | +134.6% | +40.1% | +94.5% | +104.6% |
| All | +134.6% | +39.2% | +95.5% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling