+89.5%
AXP vs FCEL
-96.5%
+186.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | -0.5% |
| 7D | -2.9% | +3.9% | -6.7% | -3.3% |
| 30D | +3.7% | -33.1% | +36.8% | +6.2% |
| 3M | -4.9% | -43.0% | +38.1% | -2.3% |
| 6M | +4.1% | -31.3% | +35.4% | +1.9% |
| YTD | -11.7% | +49.8% | -61.5% | -20.7% |
| 1Y | -11.7% | +48.2% | -59.9% | -21.2% |
| 3Y | +116.5% | -64.6% | +181.1% | +105.0% |
| 5Y | +89.5% | -96.7% | +186.2% | +167.3% |
| All | +89.5% | -96.5% | +186.0% | +167.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling