+47.5%
FCX vs AEP
+8.9%
+38.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -0.3% | +2.9% | -3.2% | +0.1% |
| 30D | -14.7% | +3.2% | -17.9% | -14.3% |
| 3M | -11.2% | +3.8% | -15.0% | -10.7% |
| 6M | -11.4% | +2.5% | -13.9% | -11.1% |
| YTD | +17.7% | +15.5% | +2.3% | +20.6% |
| 1Y | +47.5% | +9.6% | +37.9% | +48.9% |
| All | +47.5% | +8.9% | +38.6% | +48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling