+383.2%
FCX vs AEP
+206.5%
+176.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | +4.4% | +2.5% | +1.9% | +3.9% |
| 30D | -16.3% | +3.4% | -19.7% | -17.0% |
| 3M | -12.5% | +4.2% | -16.7% | -13.4% |
| 6M | -8.0% | -0.8% | -7.2% | -8.2% |
| YTD | +20.1% | +15.2% | +4.9% | +15.5% |
| 1Y | +45.9% | +8.3% | +37.6% | +42.4% |
| 3Y | +86.2% | +84.2% | +2.1% | +55.0% |
| 5Y | +57.1% | +87.8% | -30.7% | +31.1% |
| All | +383.2% | +206.5% | +176.7% | +391.2% |
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