+302.2%
AEM vs FCEL
-68.7%
+370.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.4% |
| 7D | -6.8% | -2.8% | -4.0% | -6.7% |
| 30D | +0.8% | -31.6% | +32.5% | +3.1% |
| 3M | -0.8% | -52.4% | +51.6% | +3.2% |
| 6M | -8.5% | -51.4% | +42.9% | -6.8% |
| YTD | +5.9% | +32.4% | -26.5% | -0.2% |
| 1Y | +6.6% | +37.5% | -30.9% | -0.2% |
| 3Y | +302.2% | -69.3% | +371.5% | +314.7% |
| All | +302.2% | -68.7% | +370.9% | +314.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling