-99.1%
FCEL vs AIG
+66.2%
-165.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +6.3% | -1.2% | +7.4% | +6.8% |
| 30D | -26.7% | -1.1% | -25.6% | -26.4% |
| 3M | -10.2% | +0.7% | -10.9% | -12.1% |
| 6M | +123.5% | -2.2% | +125.7% | +120.5% |
| YTD | +117.4% | -10.8% | +128.2% | +124.8% |
| 1Y | +146.0% | -2.0% | +148.0% | +139.5% |
| 3Y | -61.9% | +34.8% | -96.7% | -70.6% |
| 5Y | -90.5% | +55.0% | -145.5% | -93.4% |
| All | -99.1% | +66.2% | -165.3% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling