+211.7%
AEP vs FCEL
-99.1%
+310.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.3% |
| 7D | +2.9% | -2.8% | +5.7% | +2.9% |
| 30D | +3.2% | -31.6% | +34.8% | +3.6% |
| 3M | +3.8% | -52.4% | +56.2% | +4.5% |
| 6M | +2.5% | -51.4% | +53.9% | +2.7% |
| YTD | +15.5% | +32.4% | -16.9% | +13.7% |
| 1Y | +9.6% | +37.5% | -27.9% | +7.8% |
| 3Y | +91.2% | -69.3% | +160.4% | +89.5% |
| 5Y | +88.2% | -97.1% | +185.3% | +90.4% |
| All | +211.7% | -99.1% | +310.8% | +193.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling