+57.4%
AA vs FCEL
+197.5%
-140.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.9% | +1.1% | -4.3% |
| 7D | -5.4% | +6.3% | -11.7% | -6.0% |
| 30D | -10.7% | -18.8% | +8.1% | -9.5% |
| 3M | -26.2% | -3.8% | -22.3% | -28.0% |
| 6M | -20.9% | +121.1% | -142.1% | -31.0% |
| YTD | -8.6% | +113.3% | -121.9% | -20.2% |
| 1Y | +57.4% | +173.5% | -116.1% | +38.2% |
| All | +57.4% | +197.5% | -140.1% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling