+67.3%
AG vs FCEL
-91.3%
+158.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.9% | +1.1% | -4.0% |
| 7D | -5.8% | +6.3% | -12.1% | -6.9% |
| 30D | +6.4% | -18.8% | +25.2% | +8.4% |
| 3M | +28.4% | -3.8% | +32.2% | +23.3% |
| 6M | -24.5% | +121.1% | -145.6% | -38.7% |
| YTD | +21.2% | +113.3% | -92.1% | -1.3% |
| 1Y | +114.1% | +173.5% | -59.4% | +63.2% |
| 3Y | +268.0% | -63.9% | +332.0% | +251.7% |
| 5Y | +67.3% | -90.7% | +158.0% | +86.3% |
| All | +67.3% | -91.3% | +158.6% | +86.3% |
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 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