-99.1%
FCEL vs ACGL
+263.8%
-362.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.4% | +21.2% | +19.7% |
| 7D | +4.0% | -2.9% | +6.9% | +5.0% |
| 30D | -13.1% | -2.8% | -10.3% | -12.4% |
| 3M | +14.6% | +6.8% | +7.8% | +9.7% |
| 6M | +133.7% | -1.5% | +135.2% | +128.3% |
| YTD | +143.0% | -0.2% | +143.2% | +133.5% |
| 1Y | +320.9% | +5.3% | +315.6% | +294.0% |
| 3Y | -58.9% | +30.3% | -89.2% | -68.1% |
| 5Y | -89.7% | +151.8% | -241.5% | -95.0% |
| 10Y | -99.1% | +266.9% | -365.9% | -99.6% |
| All | -99.1% | +263.8% | -362.9% | -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