+264.3%
AA vs FCEL
-99.8%
+364.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.3% |
| 7D | -0.7% | -15.8% | +15.1% | +1.1% |
| 30D | +5.0% | -29.3% | +34.3% | +8.7% |
| 3M | -35.8% | -30.1% | -5.7% | -35.5% |
| 6M | -18.4% | +74.4% | -92.8% | -28.6% |
| YTD | -5.5% | +104.5% | -110.0% | -19.5% |
| 1Y | +61.0% | +281.4% | -220.4% | +24.0% |
| 3Y | +66.2% | -66.1% | +132.3% | +56.2% |
| 5Y | +11.4% | -91.9% | +103.2% | +17.3% |
| 10Y | +116.9% | -99.2% | +216.1% | +107.7% |
| All | +264.3% | -99.8% | +364.1% | +232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling