+134.6%
FCX vs AEM
+296.4%
-161.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +3.1% | +3.0% | +0.1% | +1.2% |
| 30D | +8.1% | +12.5% | -4.4% | +0.8% |
| 3M | +18.9% | +26.9% | -8.0% | +3.4% |
| 6M | +26.6% | -9.4% | +36.1% | +32.3% |
| YTD | +51.2% | +20.3% | +30.9% | +35.9% |
| 1Y | +75.6% | +33.8% | +41.8% | +48.4% |
| 3Y | +101.7% | +349.8% | -248.1% | -12.5% |
| 5Y | +134.6% | +301.0% | -166.4% | +5.5% |
| All | +134.6% | +296.4% | -161.8% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 5y: compounded portfolio wealth divided by compounded AEM 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…
5y analysis · Full analysis span regression · 6 months rolling