-99.1%
FCEL vs AEIS
+332.3%
-431.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.0% | -1.6% | -2.7% |
| 7D | -2.8% | +11.5% | -14.3% | -10.1% |
| 30D | -31.6% | -15.8% | -15.9% | -22.0% |
| 3M | -52.4% | -33.3% | -19.1% | -35.9% |
| 6M | -51.4% | -35.2% | -16.2% | -32.2% |
| YTD | +32.4% | +5.0% | +27.4% | +23.9% |
| 1Y | +37.5% | +8.5% | +29.0% | +25.4% |
| 3Y | -69.3% | +152.9% | -222.2% | -85.0% |
| 5Y | -97.1% | +144.6% | -241.8% | -98.5% |
| All | -99.1% | +332.3% | -431.5% | -99.7% |
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