-90.7%
FCEL vs AFL
+131.0%
-221.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.7% | -5.8% |
| 7D | +6.3% | -3.3% | +9.6% | +7.3% |
| 30D | -18.8% | -5.0% | -13.8% | -17.6% |
| 3M | -3.8% | -1.8% | -2.1% | -4.7% |
| 6M | +121.1% | +4.8% | +116.3% | +112.2% |
| YTD | +113.3% | +5.4% | +107.8% | +102.7% |
| 1Y | +173.5% | +9.0% | +164.5% | +156.1% |
| 3Y | -63.9% | +63.0% | -126.9% | -75.4% |
| 5Y | -90.7% | +134.5% | -225.2% | -95.4% |
| All | -90.7% | +131.0% | -221.6% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling