+97.6%
AGG vs FCEL
-100.0%
+197.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.7% | +6.5% | -0.2% |
| 7D | -0.2% | +15.1% | -15.2% | -0.2% |
| 30D | -0.2% | -16.4% | +16.2% | -0.2% |
| 3M | -0.7% | -5.3% | +4.6% | -0.7% |
| 6M | -1.8% | +124.5% | -126.3% | -1.8% |
| YTD | -0.6% | +126.7% | -127.3% | -0.6% |
| 1Y | +0.4% | +219.9% | -219.5% | +0.3% |
| 3Y | +13.2% | -61.6% | +74.8% | +13.1% |
| 5Y | -2.0% | -90.5% | +88.5% | -2.1% |
| 10Y | +15.1% | -99.1% | +114.2% | +14.5% |
| All | +97.6% | -100.0% | +197.6% | +99.4% |
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