+1,015.5%
FCX vs AEM
+2,017.0%
-1,001.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -4.9% | -0.5% | -4.3% | -4.8% |
| 30D | +4.8% | +24.0% | -19.2% | -4.6% |
| 3M | +4.6% | +16.1% | -11.5% | -1.9% |
| 6M | +10.8% | -11.6% | +22.4% | +16.9% |
| YTD | +44.2% | +21.5% | +22.7% | +32.8% |
| 1Y | +59.6% | +39.2% | +20.4% | +38.3% |
| 3Y | +82.2% | +347.4% | -265.2% | -4.4% |
| 5Y | +115.6% | +290.1% | -174.5% | +17.1% |
| 10Y | +670.6% | +357.8% | +312.8% | +250.4% |
| All | +1,015.5% | +2,017.0% | -1,001.6% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling