-99.8%
FCEL vs ACGL
+4,429.2%
-4,529.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.5% |
| 7D | -15.8% | -0.7% | -15.1% | -15.6% |
| 30D | -29.3% | -1.0% | -28.3% | -29.1% |
| 3M | -30.1% | +11.0% | -41.2% | -33.3% |
| 6M | +74.4% | -0.3% | +74.8% | +71.1% |
| YTD | +104.5% | +2.3% | +102.2% | +97.4% |
| 1Y | +281.4% | +6.4% | +275.0% | +263.0% |
| 3Y | -66.1% | +34.0% | -100.1% | -71.4% |
| 5Y | -91.9% | +161.6% | -253.5% | -94.8% |
| 10Y | -99.2% | +278.6% | -377.8% | -99.5% |
| All | -99.8% | +4,429.2% | -4,529.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling