+170.8%
AEP vs FCEL
-99.2%
+270.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +5.0% | -0.9% |
| 7D | -1.0% | +6.3% | -7.3% | -1.1% |
| 30D | -0.1% | -18.8% | +18.7% | +0.1% |
| 3M | -3.2% | -3.8% | +0.6% | -3.6% |
| 6M | -5.3% | +121.1% | -126.4% | -7.0% |
| YTD | +9.5% | +113.3% | -103.7% | +7.4% |
| 1Y | +17.5% | +173.5% | -156.0% | +14.6% |
| 3Y | +77.0% | -63.9% | +140.9% | +75.4% |
| 5Y | +66.4% | -90.7% | +157.1% | +66.2% |
| All | +170.8% | -99.2% | +270.0% | +151.0% |
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