+281.4%
FCEL vs AIG
-4.5%
+285.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +1.7% |
| 7D | -15.8% | -0.9% | -14.9% | -16.0% |
| 30D | -29.3% | -4.9% | -24.4% | -30.1% |
| 3M | -30.1% | +4.5% | -34.6% | -30.0% |
| 6M | +74.4% | -1.4% | +75.9% | +76.4% |
| YTD | +104.5% | -9.8% | +114.3% | +118.2% |
| 1Y | +281.4% | -4.5% | +285.9% | +307.1% |
| All | +281.4% | -4.5% | +285.8% | +307.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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