+1,505.4%
FCX vs AEE
+813.9%
+691.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -4.9% | +0.3% | -5.2% | -5.0% |
| 30D | +4.8% | -2.3% | +7.1% | +6.0% |
| 3M | +4.6% | +0.2% | +4.4% | +3.6% |
| 6M | +10.8% | -4.7% | +15.6% | +12.5% |
| YTD | +44.2% | +8.1% | +36.1% | +36.0% |
| 1Y | +59.6% | +8.5% | +51.0% | +49.7% |
| 3Y | +82.2% | +48.9% | +33.4% | +38.9% |
| 5Y | +115.6% | +39.9% | +75.7% | +67.6% |
| 10Y | +670.6% | +186.5% | +484.0% | +242.9% |
| All | +1,505.4% | +813.9% | +691.5% | +264.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling