+301.0%
AEM vs FCEL
-90.4%
+391.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.7% | +7.1% | +0.8% |
| 7D | +3.0% | +15.1% | -12.1% | +2.0% |
| 30D | +12.5% | -16.4% | +28.9% | +13.3% |
| 3M | +26.9% | -5.3% | +32.2% | +25.2% |
| 6M | -9.4% | +124.5% | -134.0% | -17.0% |
| YTD | +20.3% | +126.7% | -106.4% | +9.9% |
| 1Y | +33.8% | +219.9% | -186.1% | +18.4% |
| 3Y | +349.8% | -61.6% | +411.5% | +336.1% |
| 5Y | +301.0% | -90.5% | +391.5% | +308.2% |
| All | +301.0% | -90.4% | +391.4% | +308.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling