+1,874.3%
AEP vs FCEL
-99.8%
+1,974.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | +1.8% | -15.8% | +17.6% | +2.3% |
| 30D | -0.8% | -29.3% | +28.5% | +0.1% |
| 3M | -1.8% | -30.1% | +28.3% | -1.8% |
| 6M | -5.4% | +74.4% | -79.8% | -8.7% |
| YTD | +10.4% | +104.5% | -94.1% | +5.8% |
| 1Y | +18.2% | +281.4% | -263.2% | +10.2% |
| 3Y | +79.0% | -66.1% | +145.1% | +75.2% |
| 5Y | +64.8% | -91.9% | +156.7% | +65.1% |
| 10Y | +170.8% | -99.2% | +270.1% | +159.6% |
| All | +1,874.3% | -99.8% | +1,974.0% | +1,712.3% |
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 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