+613.6%
FCX vs AEIS
+531.1%
+82.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.1% | -2.5% | -4.5% |
| 7D | -1.9% | -0.2% | -1.7% | -1.7% |
| 30D | +3.4% | -16.4% | +19.8% | +12.3% |
| 3M | +15.0% | -11.1% | +26.1% | +17.9% |
| 6M | +14.6% | -12.0% | +26.7% | +16.1% |
| YTD | +41.2% | +30.9% | +10.3% | +15.2% |
| 1Y | +60.4% | +74.3% | -14.0% | +11.3% |
| 3Y | +88.4% | +165.2% | -76.7% | -0.4% |
| 5Y | +115.0% | +220.0% | -105.0% | -0.8% |
| All | +613.6% | +531.1% | +82.5% | +101.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling