+4,352.7%
AON vs FCEL
-99.7%
+4,452.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +18.8% | -21.1% | -2.9% |
| 7D | -3.2% | +4.0% | -7.2% | -3.5% |
| 30D | -11.9% | -13.1% | +1.2% | -11.6% |
| 3M | -2.9% | +14.6% | -17.4% | -4.7% |
| 6M | -6.8% | +133.7% | -140.5% | -12.1% |
| YTD | -10.1% | +143.0% | -153.0% | -15.7% |
| 1Y | -14.2% | +320.9% | -335.1% | -22.0% |
| 3Y | -3.3% | -58.9% | +55.6% | -6.9% |
| 5Y | +13.6% | -89.7% | +103.3% | +12.9% |
| 10Y | +209.2% | -99.1% | +308.2% | +193.8% |
| All | +4,352.7% | -99.7% | +4,452.4% | +4,052.0% |
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 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