-67.5%
FCEL vs ACI
-33.3%
-34.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.9% | +7.7% | +9.0% |
| 7D | +3.0% | -5.9% | +9.0% | +0.9% |
| 30D | -40.0% | +7.2% | -47.2% | -38.1% |
| 3M | -47.0% | +8.8% | -55.9% | -44.9% |
| 6M | -21.0% | -17.2% | -3.8% | -20.3% |
| YTD | +48.0% | -21.3% | +69.3% | +49.6% |
| 1Y | +43.9% | -23.7% | +67.6% | +46.0% |
| 3Y | -67.5% | -32.8% | -34.7% | -65.0% |
| All | -67.5% | -33.3% | -34.2% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling