+810.5%
FCX vs AEM
+1,745.3%
-934.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.3% | -6.8% | +6.5% | +2.7% |
| 30D | -14.7% | +0.8% | -15.5% | -15.4% |
| 3M | -11.2% | -0.8% | -10.3% | -11.5% |
| 6M | -11.4% | -8.5% | -2.9% | -8.6% |
| YTD | +17.7% | +5.9% | +11.8% | +14.3% |
| 1Y | +47.5% | +6.6% | +40.9% | +42.7% |
| 3Y | +83.9% | +302.2% | -218.3% | +0.7% |
| 5Y | +54.0% | +250.8% | -196.8% | -12.7% |
| 10Y | +372.9% | +406.1% | -33.2% | +106.9% |
| All | +810.5% | +1,745.3% | -934.7% | +59.8% |
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