+90.5%
AA vs FCEL
-59.7%
+150.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +18.8% | -15.3% | +1.3% |
| 7D | +1.7% | +4.0% | -2.3% | +0.9% |
| 30D | +3.3% | -13.1% | +16.4% | +4.3% |
| 3M | -29.4% | +14.6% | -44.0% | -33.3% |
| 6M | -12.8% | +133.7% | -146.5% | -27.7% |
| YTD | -2.1% | +143.0% | -145.1% | -20.0% |
| 1Y | +62.8% | +320.9% | -258.1% | +18.6% |
| 3Y | +90.5% | -58.9% | +149.4% | +83.9% |
| All | +90.5% | -59.7% | +150.2% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling