-99.1%
FCEL vs ACGL
+337.7%
-436.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -3.0% | +14.5% | +12.6% |
| 7D | -11.2% | +0.9% | -12.1% | -11.8% |
| 30D | -45.8% | +13.7% | -59.5% | -48.7% |
| 3M | -51.0% | +8.0% | -59.0% | -52.9% |
| 6M | -22.2% | +13.3% | -35.5% | -28.0% |
| YTD | +36.3% | +11.8% | +24.4% | +24.4% |
| 1Y | +29.0% | +22.2% | +6.8% | +12.7% |
| 3Y | -70.9% | +32.5% | -103.4% | -77.1% |
| 5Y | -96.3% | +160.2% | -256.5% | -98.2% |
| All | -99.1% | +337.7% | -436.7% | -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