-99.2%
FCEL vs AEIS
+531.1%
-630.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | -3.0% |
| 7D | +6.3% | -0.2% | +6.5% | +6.9% |
| 30D | -18.8% | -16.4% | -2.4% | -7.8% |
| 3M | -3.8% | -11.1% | +7.3% | +4.3% |
| 6M | +121.1% | -12.0% | +133.2% | +135.9% |
| YTD | +113.3% | +30.9% | +82.4% | +68.4% |
| 1Y | +173.5% | +74.3% | +99.2% | +76.5% |
| 3Y | -63.9% | +165.2% | -229.1% | -83.2% |
| 5Y | -90.7% | +220.0% | -310.7% | -96.0% |
| All | -99.2% | +531.1% | -630.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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