+59.6%
FCX vs AEIS
+93.3%
-33.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.7% |
| 7D | -4.9% | +3.0% | -7.8% | -6.0% |
| 30D | +4.8% | -14.6% | +19.5% | +10.8% |
| 3M | +4.6% | -12.4% | +17.1% | +7.1% |
| 6M | +10.8% | -15.0% | +25.8% | +11.5% |
| YTD | +44.2% | +34.3% | +9.9% | +18.9% |
| 1Y | +59.6% | +87.4% | -27.8% | -1.7% |
| All | +59.6% | +93.3% | -33.8% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling