+445.6%
AG vs FCEL
-99.9%
+545.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.2% |
| 7D | +1.0% | -15.8% | +16.8% | +2.5% |
| 30D | +19.2% | -29.3% | +48.5% | +22.7% |
| 3M | +6.2% | -30.1% | +36.3% | +7.1% |
| 6M | -26.7% | +74.4% | -101.1% | -34.1% |
| YTD | +26.1% | +104.5% | -78.4% | +11.5% |
| 1Y | +131.7% | +281.4% | -149.7% | +89.1% |
| 3Y | +255.3% | -66.1% | +321.4% | +239.4% |
| 5Y | +61.9% | -91.9% | +153.8% | +68.6% |
| 10Y | +72.0% | -99.2% | +171.2% | +80.5% |
| All | +445.6% | -99.9% | +545.6% | +506.4% |
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 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