+724.2%
FCX vs AEP
+170.1%
+554.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +3.1% | +0.9% | +2.2% | +2.9% |
| 30D | +8.1% | +1.5% | +6.6% | +7.6% |
| 3M | +18.9% | -1.7% | +20.6% | +19.1% |
| 6M | +26.6% | -4.0% | +30.6% | +27.3% |
| YTD | +51.2% | +10.6% | +40.6% | +46.6% |
| 1Y | +75.6% | +18.6% | +56.9% | +67.2% |
| 3Y | +101.7% | +78.7% | +23.0% | +68.3% |
| 5Y | +134.6% | +65.1% | +69.6% | +100.5% |
| 10Y | +724.2% | +177.7% | +546.4% | +662.3% |
| All | +724.2% | +170.1% | +554.1% | +662.3% |
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