+827.3%
FCX vs AEIS
+2,098.8%
-1,271.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.5% | -1.5% | +2.0% |
| 7D | -0.8% | +9.5% | -10.2% | -2.9% |
| 30D | -15.1% | -17.5% | +2.5% | -11.8% |
| 3M | -9.6% | -29.3% | +19.7% | -3.3% |
| 6M | -3.1% | -34.7% | +31.7% | +4.8% |
| YTD | +23.4% | +10.7% | +12.7% | +17.9% |
| 1Y | +52.7% | +7.4% | +45.3% | +46.7% |
| 3Y | +91.4% | +161.1% | -69.7% | +50.0% |
| 5Y | +62.7% | +150.7% | -88.0% | +27.9% |
| 10Y | +395.9% | +360.8% | +35.0% | +242.4% |
| All | +827.3% | +2,098.8% | -1,271.4% | +358.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling