-99.1%
FCEL vs ACGL
+324.4%
-423.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.7% |
| 7D | -2.8% | +2.2% | -5.0% | -3.5% |
| 30D | -31.6% | +12.3% | -43.9% | -34.9% |
| 3M | -52.4% | +11.8% | -64.2% | -54.8% |
| 6M | -51.4% | +17.5% | -68.9% | -55.6% |
| YTD | +32.4% | +14.3% | +18.1% | +20.0% |
| 1Y | +37.5% | +18.2% | +19.3% | +22.6% |
| 3Y | -69.3% | +33.2% | -102.4% | -75.8% |
| 5Y | -97.1% | +174.3% | -271.4% | -98.6% |
| All | -99.1% | +324.4% | -423.5% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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