+373.5%
FCX vs AEIS
+332.3%
+41.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | 0.0% |
| 7D | -0.3% | +11.5% | -11.8% | -5.7% |
| 30D | -14.7% | -15.8% | +1.0% | -8.9% |
| 3M | -11.2% | -33.3% | +22.1% | +5.1% |
| 6M | -11.4% | -35.2% | +23.8% | +3.5% |
| YTD | +17.7% | +5.0% | +12.7% | +4.3% |
| 1Y | +47.5% | +8.5% | +39.0% | +28.2% |
| 3Y | +83.9% | +152.9% | -69.0% | -3.6% |
| 5Y | +54.0% | +144.6% | -90.7% | -21.0% |
| All | +373.5% | +332.3% | +41.2% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling