+65.7%
AG vs FCEL
-99.1%
+164.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.6% | +3.1% | -2.0% |
| 7D | -10.0% | -2.8% | -7.1% | -9.8% |
| 30D | -10.5% | -31.6% | +21.1% | -8.1% |
| 3M | -27.3% | -52.4% | +25.2% | -23.8% |
| 6M | -43.0% | -51.4% | +8.4% | -41.6% |
| YTD | -17.9% | +32.4% | -50.3% | -22.7% |
| 1Y | +11.9% | +37.5% | -25.6% | +4.7% |
| 3Y | +201.8% | -69.3% | +271.1% | +195.0% |
| 5Y | -0.1% | -97.1% | +97.1% | +7.4% |
| All | +65.7% | -99.1% | +164.8% | +68.4% |
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