+983.4%
FCX vs AEIS
+2,566.8%
-1,583.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.3% |
| 7D | -4.9% | +3.0% | -7.8% | -5.5% |
| 30D | +4.8% | -14.6% | +19.5% | +8.2% |
| 3M | +4.6% | -12.4% | +17.1% | +6.8% |
| 6M | +10.8% | -15.0% | +25.8% | +13.3% |
| YTD | +44.2% | +34.3% | +9.9% | +32.9% |
| 1Y | +59.6% | +87.4% | -27.8% | +36.3% |
| 3Y | +82.2% | +139.8% | -57.5% | +46.0% |
| 5Y | +115.6% | +220.7% | -105.1% | +62.0% |
| 10Y | +670.6% | +531.6% | +139.0% | +403.1% |
| All | +983.4% | +2,566.8% | -1,583.4% | +416.7% |
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 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