-27.8%
AAL vs FCEL
-100.0%
+72.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.0% |
| 7D | -3.7% | -15.8% | +12.1% | -1.8% |
| 30D | -20.8% | -29.3% | +8.5% | -17.7% |
| 3M | -1.3% | -30.1% | +28.9% | -0.8% |
| 6M | +5.4% | +74.4% | -69.1% | -9.6% |
| YTD | -14.4% | +104.5% | -118.9% | -28.9% |
| 1Y | +2.1% | +281.4% | -279.3% | -24.1% |
| 3Y | -10.6% | -66.1% | +55.5% | -17.7% |
| 5Y | -32.2% | -91.9% | +59.6% | -29.1% |
| 10Y | -62.7% | -99.2% | +36.5% | -60.6% |
| All | -27.8% | -100.0% | +72.1% | -7.7% |
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