+330.6%
AEM vs FCEL
-63.4%
+394.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.9% | +3.0% | -2.5% |
| 7D | -5.0% | +6.3% | -11.3% | -5.5% |
| 30D | +8.5% | -18.8% | +27.3% | +9.4% |
| 3M | +29.3% | -3.8% | +33.1% | +27.4% |
| 6M | -12.9% | +121.1% | -134.1% | -20.0% |
| YTD | +16.8% | +113.3% | -96.5% | +7.3% |
| 1Y | +29.8% | +173.5% | -143.7% | +16.3% |
| All | +330.6% | -63.4% | +394.0% | +325.5% |
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