+138.9%
FCX vs AEP
+68.7%
+70.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.2% |
| 7D | +5.7% | +2.0% | +3.7% | +5.3% |
| 30D | +10.1% | +0.5% | +9.5% | +9.8% |
| 3M | +20.2% | -0.3% | +20.5% | +19.9% |
| 6M | +29.7% | -3.5% | +33.1% | +30.1% |
| YTD | +51.9% | +11.3% | +40.7% | +46.6% |
| 1Y | +66.0% | +20.2% | +45.7% | +56.5% |
| 3Y | +102.7% | +79.8% | +23.0% | +58.1% |
| 5Y | +138.9% | +65.6% | +73.3% | +102.8% |
| All | +138.9% | +68.7% | +70.2% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling