+6,373.2%
AEM vs FCEL
-99.8%
+6,473.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.2% |
| 7D | -0.5% | -15.8% | +15.3% | +0.1% |
| 30D | +24.0% | -29.3% | +53.3% | +25.4% |
| 3M | +16.1% | -30.1% | +46.2% | +16.5% |
| 6M | -11.6% | +74.4% | -86.1% | -15.1% |
| YTD | +21.5% | +104.5% | -83.0% | +15.9% |
| 1Y | +39.2% | +281.4% | -242.2% | +28.9% |
| 3Y | +347.4% | -66.1% | +413.5% | +338.0% |
| 5Y | +290.1% | -91.9% | +382.0% | +291.7% |
| 10Y | +357.8% | -99.2% | +457.0% | +345.2% |
| All | +6,373.2% | -99.8% | +6,473.0% | +6,564.7% |
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