+45.9%
FCX vs AEP
+8.3%
+37.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +4.4% | +2.5% | +1.9% | +4.7% |
| 30D | -16.3% | +3.4% | -19.7% | -15.9% |
| 3M | -12.5% | +4.2% | -16.7% | -12.0% |
| 6M | -8.0% | -0.8% | -7.2% | -7.8% |
| YTD | +20.1% | +15.2% | +4.9% | +21.8% |
| 1Y | +45.9% | +8.3% | +37.6% | +46.6% |
| All | +45.9% | +8.3% | +37.6% | +46.6% |
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