+92.8%
FCX vs AEP
+85.6%
+7.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +3.0% |
| 7D | -0.8% | +0.7% | -1.5% | -0.8% |
| 30D | -15.1% | +4.8% | -19.9% | -15.0% |
| 3M | -9.6% | +5.4% | -15.0% | -9.6% |
| 6M | -3.1% | +0.4% | -3.4% | -3.0% |
| YTD | +23.4% | +15.5% | +7.9% | +22.8% |
| 1Y | +52.7% | +8.5% | +44.1% | +52.3% |
| All | +92.8% | +85.6% | +7.2% | +57.0% |
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