-99.9%
FCEL vs AEE
+813.9%
-913.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | -15.8% | +0.3% | -16.2% | -16.0% |
| 30D | -29.3% | -2.3% | -27.0% | -28.3% |
| 3M | -30.1% | +0.2% | -30.4% | -31.4% |
| 6M | +74.4% | -4.7% | +79.2% | +76.1% |
| YTD | +104.5% | +8.1% | +96.4% | +90.1% |
| 1Y | +281.4% | +8.5% | +272.8% | +252.1% |
| 3Y | -66.1% | +48.9% | -115.0% | -75.5% |
| 5Y | -91.9% | +39.9% | -131.8% | -94.0% |
| 10Y | -99.2% | +186.5% | -285.8% | -99.7% |
| All | -99.9% | +813.9% | -913.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling