+61.6%
AG vs FCEL
-99.1%
+160.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.9% | -3.1% |
| 7D | -6.7% | +6.3% | -13.0% | -7.3% |
| 30D | +2.2% | -26.7% | +28.8% | +4.0% |
| 3M | +15.7% | -10.2% | +25.9% | +14.3% |
| 6M | -23.8% | +123.5% | -147.3% | -30.6% |
| YTD | +17.6% | +117.4% | -99.7% | +7.3% |
| 1Y | +88.6% | +146.0% | -57.3% | +68.7% |
| 3Y | +253.4% | -61.9% | +315.3% | +238.4% |
| 5Y | +62.4% | -90.5% | +152.9% | +63.7% |
| All | +61.6% | -99.1% | +160.8% | +45.8% |
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