+1,210.5%
FCX vs AEE
+892.1%
+318.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.6% |
| 7D | -0.3% | +1.7% | -2.0% | -1.2% |
| 30D | -14.7% | +9.7% | -24.5% | -19.2% |
| 3M | -11.2% | +5.9% | -17.1% | -14.3% |
| 6M | -11.4% | +6.7% | -18.1% | -15.5% |
| YTD | +17.7% | +17.4% | +0.4% | +5.9% |
| 1Y | +47.5% | +12.7% | +34.8% | +35.5% |
| 3Y | +83.9% | +68.2% | +15.7% | +30.8% |
| 5Y | +54.0% | +57.3% | -3.3% | +12.3% |
| 10Y | +372.9% | +220.6% | +152.3% | +96.9% |
| All | +1,210.5% | +892.1% | +318.3% | +183.9% |
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