+205.7%
AA vs FCEL
-99.8%
+305.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.6% | -2.9% | +4.8% |
| 7D | +4.8% | +3.0% | +1.8% | +4.2% |
| 30D | -0.6% | -40.0% | +39.3% | +5.0% |
| 3M | -16.3% | -47.0% | +30.8% | -11.3% |
| 6M | -33.4% | -21.0% | -12.4% | -35.6% |
| YTD | -20.7% | +48.0% | -68.7% | -30.6% |
| 1Y | +12.9% | +43.9% | -31.0% | -1.5% |
| 3Y | +75.7% | -67.5% | +143.2% | +64.9% |
| 5Y | -6.8% | -96.7% | +89.9% | +8.4% |
| 10Y | +53.6% | -99.0% | +152.6% | +41.0% |
| All | +205.7% | -99.8% | +305.5% | +186.2% |
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 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