+132.3%
AA vs FCEL
-99.1%
+231.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.7% | +4.7% | -1.3% |
| 7D | -0.6% | +15.1% | -15.7% | -2.0% |
| 30D | -1.6% | -16.4% | +14.9% | -0.4% |
| 3M | -29.8% | -5.3% | -24.5% | -31.3% |
| 6M | -16.6% | +124.5% | -141.1% | -26.7% |
| YTD | -4.0% | +126.7% | -130.7% | -16.1% |
| 1Y | +63.5% | +219.9% | -156.4% | +36.0% |
| 3Y | +86.8% | -61.6% | +148.4% | +75.7% |
| 5Y | +12.4% | -90.5% | +102.9% | +14.4% |
| 10Y | +132.3% | -99.1% | +231.4% | +180.6% |
| All | +132.3% | -99.1% | +231.5% | +180.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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