+146.0%
FCEL vs AFL
+9.8%
+136.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +2.5% |
| 7D | +6.3% | -1.6% | +7.9% | +5.0% |
| 30D | -26.7% | -4.0% | -22.6% | -28.6% |
| 3M | -10.2% | -0.5% | -9.7% | -11.6% |
| 6M | +123.5% | +6.5% | +117.0% | +118.9% |
| YTD | +117.4% | +6.2% | +111.2% | +112.7% |
| 1Y | +146.0% | +8.3% | +137.7% | +147.4% |
| All | +146.0% | +9.8% | +136.2% | +147.4% |
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