+407.0%
AXP vs FCEL
-99.1%
+506.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.0% |
| 7D | -0.1% | -2.8% | +2.7% | 0.0% |
| 30D | +4.4% | -31.6% | +36.1% | +6.0% |
| 3M | -6.4% | -52.4% | +46.0% | -3.9% |
| 6M | +4.2% | -51.4% | +55.6% | +4.9% |
| YTD | -12.4% | +32.4% | -44.8% | -16.9% |
| 1Y | -11.1% | +37.5% | -48.6% | -16.1% |
| 3Y | +114.9% | -69.3% | +184.1% | +107.9% |
| 5Y | +87.4% | -97.1% | +184.5% | +96.3% |
| All | +407.0% | -99.1% | +506.1% | +423.7% |
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