+47.8%
AA vs FCEL
-99.0%
+146.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.5% | -3.9% | +2.0% |
| 7D | +1.1% | +3.9% | -2.8% | +0.7% |
| 30D | -1.3% | -33.1% | +31.9% | +2.2% |
| 3M | -23.9% | -43.0% | +19.1% | -20.8% |
| 6M | -36.8% | -31.3% | -5.5% | -37.5% |
| YTD | -22.2% | +49.8% | -72.0% | -29.9% |
| 1Y | +10.4% | +48.2% | -37.8% | -1.0% |
| 3Y | +72.0% | -64.6% | +136.6% | +62.7% |
| 5Y | -15.6% | -96.7% | +81.1% | -7.2% |
| 10Y | +47.8% | -99.0% | +146.8% | +98.9% |
| All | +47.8% | -99.0% | +146.8% | +98.9% |
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