+373.5%
FCX vs AEP
+207.1%
+166.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -0.3% | +2.9% | -3.2% | -0.9% |
| 30D | -14.7% | +3.2% | -17.9% | -15.4% |
| 3M | -11.2% | +3.8% | -15.0% | -12.0% |
| 6M | -11.4% | +2.5% | -13.9% | -12.2% |
| YTD | +17.7% | +15.5% | +2.3% | +13.1% |
| 1Y | +47.5% | +9.6% | +37.9% | +43.5% |
| 3Y | +83.9% | +91.2% | -7.3% | +51.4% |
| 5Y | +54.0% | +88.2% | -34.2% | +28.4% |
| All | +373.5% | +207.1% | +166.4% | +381.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 10y: compounded portfolio wealth divided by compounded AEP 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…
10y analysis · Full analysis span regression · 6 months rolling