+102.7%
FCX vs AEP
+80.6%
+22.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.3% |
| 7D | +5.7% | +2.0% | +3.7% | +5.6% |
| 30D | +10.1% | +0.5% | +9.5% | +10.0% |
| 3M | +20.2% | -0.3% | +20.5% | +20.1% |
| 6M | +29.7% | -3.5% | +33.1% | +29.7% |
| YTD | +51.9% | +11.3% | +40.7% | +49.8% |
| 1Y | +66.0% | +20.2% | +45.7% | +62.4% |
| 3Y | +102.7% | +79.8% | +23.0% | +63.2% |
| All | +102.7% | +80.6% | +22.2% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling