-68.6%
AAL vs FCEL
-99.1%
+30.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | -0.6% |
| 7D | -0.1% | -2.8% | +2.7% | +0.1% |
| 30D | +11.7% | -31.6% | +43.3% | +14.6% |
| 3M | -12.5% | -52.4% | +39.9% | -8.4% |
| 6M | +3.6% | -51.4% | +55.0% | +5.4% |
| YTD | -14.1% | +32.4% | -46.5% | -21.1% |
| 1Y | +0.8% | +37.5% | -36.7% | -8.2% |
| 3Y | +11.8% | -69.3% | +81.1% | +7.0% |
| 5Y | -35.1% | -97.1% | +62.0% | -29.4% |
| All | -68.6% | -99.1% | +30.5% | -62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling