+14.1%
AGG vs FCEL
-99.1%
+113.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.1% |
| 7D | -1.1% | +6.3% | -7.3% | -1.1% |
| 30D | -1.1% | -26.7% | +25.5% | -1.1% |
| 3M | -1.9% | -10.2% | +8.2% | -2.0% |
| 6M | -1.7% | +123.5% | -125.2% | -2.2% |
| YTD | -1.3% | +117.4% | -118.7% | -1.8% |
| 1Y | -0.7% | +146.0% | -146.7% | -1.4% |
| 3Y | +12.5% | -61.9% | +74.4% | +12.2% |
| 5Y | -2.5% | -90.5% | +88.0% | -2.6% |
| All | +14.1% | -99.1% | +113.3% | +13.0% |
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