+281.4%
FCEL vs AFL
+11.7%
+269.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.3% |
| 7D | -15.8% | +0.6% | -16.4% | -15.4% |
| 30D | -29.3% | -6.2% | -23.1% | -32.2% |
| 3M | -30.1% | +2.2% | -32.3% | -30.3% |
| 6M | +74.4% | +5.3% | +69.2% | +71.6% |
| YTD | +104.5% | +8.0% | +96.6% | +100.5% |
| 1Y | +281.4% | +10.2% | +271.1% | +297.1% |
| All | +281.4% | +11.7% | +269.7% | +297.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling