+86.2%
AEP vs FCEL
-97.2%
+183.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.7% |
| 3M | +3.8% | -52.4% | +56.2% | +4.8% |
| 6M | +2.5% | -51.4% | +53.9% | +2.6% |
| YTD | +15.5% | +32.4% | -16.9% | +12.1% |
| 1Y | +9.6% | +37.5% | -27.9% | +6.1% |
| 3Y | +91.2% | -69.3% | +160.4% | +90.8% |
| All | +86.2% | -97.2% | +183.4% | +102.0% |
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 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