+130.2%
FCX vs AON
+7.9%
+122.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.2% |
| 7D | +3.1% | -7.9% | +11.0% | +4.9% |
| 30D | +8.1% | -14.6% | +22.8% | +11.7% |
| 3M | +18.9% | -7.9% | +26.8% | +19.9% |
| 6M | +26.6% | -8.0% | +34.6% | +27.1% |
| YTD | +51.2% | -13.2% | +64.4% | +54.1% |
| 1Y | +75.6% | -16.4% | +92.0% | +81.3% |
| 3Y | +101.7% | -6.7% | +108.4% | +95.4% |
| All | +130.2% | +7.9% | +122.3% | +96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling