-99.7%
FCEL vs AFL
+10,803.8%
-10,903.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.7% | +20.5% | +19.6% |
| 7D | +4.0% | -0.7% | +4.7% | +4.1% |
| 30D | -13.1% | -7.1% | -6.0% | -10.1% |
| 3M | +14.6% | +0.4% | +14.1% | +12.6% |
| 6M | +133.7% | +4.5% | +129.1% | +124.6% |
| YTD | +143.0% | +6.1% | +136.9% | +130.4% |
| 1Y | +320.9% | +10.6% | +310.3% | +291.5% |
| 3Y | -58.9% | +64.0% | -122.9% | -69.5% |
| 5Y | -89.7% | +133.7% | -223.4% | -93.6% |
| 10Y | -99.1% | +298.0% | -397.1% | -99.5% |
| All | -99.7% | +10,803.8% | -10,903.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling