+8.1%
FCX vs AEP
-2.0%
+10.1%
-9.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | 0.0% |
| 7D | -4.9% | +1.8% | -6.7% | -2.6% |
| 30D | +4.8% | -0.8% | +5.6% | +4.0% |
| All | +8.1% | -2.0% | +10.1% | +5.1% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling