-69.3%
FCEL vs AEE
+65.0%
-134.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -5.4% |
| 7D | -2.8% | +1.7% | -4.5% | -2.6% |
| 30D | -31.6% | +9.7% | -41.4% | -30.9% |
| 3M | -52.4% | +5.9% | -58.3% | -52.2% |
| 6M | -51.4% | +6.7% | -58.1% | -51.5% |
| YTD | +32.4% | +17.4% | +15.1% | +30.9% |
| 1Y | +37.5% | +12.7% | +24.8% | +36.2% |
| 3Y | -69.3% | +68.2% | -137.5% | -78.8% |
| All | -69.3% | +65.0% | -134.2% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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