+612.2%
FCX vs AON
+204.8%
+407.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.7% |
| 7D | -2.3% | -6.3% | +4.0% | +0.9% |
| 30D | +2.7% | -14.1% | +16.8% | +10.5% |
| 3M | +7.4% | -9.5% | +16.9% | +10.9% |
| 6M | +16.0% | -4.0% | +20.0% | +14.3% |
| YTD | +40.9% | -13.8% | +54.7% | +46.2% |
| 1Y | +56.4% | -18.3% | +74.7% | +67.0% |
| 3Y | +84.2% | -7.2% | +91.4% | +73.7% |
| 5Y | +114.6% | +7.3% | +107.3% | +76.3% |
| All | +612.2% | +204.8% | +407.4% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 10y: compounded portfolio wealth divided by compounded AON 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…
10y analysis · Full analysis span regression · 6 months rolling