+42.4%
FCEL vs AIG
+6.0%
+36.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.5% | -7.4% | -4.8% |
| 7D | -14.9% | +2.3% | -17.2% | -13.1% |
| 30D | -41.7% | +8.8% | -50.4% | -37.5% |
| 3M | -53.2% | +3.7% | -56.9% | -51.2% |
| 6M | -19.0% | +6.8% | -25.8% | -12.2% |
| YTD | +44.2% | -2.6% | +46.8% | +54.5% |
| 1Y | +42.4% | +3.7% | +38.7% | +52.8% |
| All | +42.4% | +6.0% | +36.5% | +52.8% |
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