+469.1%
AXP vs FCEL
-99.2%
+568.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | -2.1% | -15.8% | +13.7% | -1.4% |
| 30D | -6.5% | -29.3% | +22.7% | -5.2% |
| 3M | +4.6% | -30.1% | +34.8% | +4.8% |
| 6M | +5.4% | +74.4% | -69.0% | -0.3% |
| YTD | -11.1% | +104.5% | -115.6% | -16.9% |
| 1Y | -0.3% | +281.4% | -281.7% | -10.5% |
| 3Y | +111.6% | -66.1% | +177.7% | +104.8% |
| 5Y | +117.6% | -91.9% | +209.4% | +119.3% |
| All | +469.1% | -99.2% | +568.4% | +518.5% |
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