+19.1%
AA vs FCEL
-90.2%
+109.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +18.8% | -15.3% | +0.7% |
| 7D | +1.7% | +4.0% | -2.3% | +0.6% |
| 30D | +3.3% | -13.1% | +16.4% | +4.6% |
| 3M | -29.4% | +14.6% | -44.0% | -34.5% |
| 6M | -12.8% | +133.7% | -146.5% | -31.9% |
| YTD | -2.1% | +143.0% | -145.1% | -25.0% |
| 1Y | +62.8% | +320.9% | -258.1% | +7.5% |
| 3Y | +90.5% | -58.9% | +149.4% | +76.0% |
| 5Y | +19.1% | -89.7% | +108.7% | +41.5% |
| All | +19.1% | -90.2% | +109.2% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling