+141.3%
FCEL vs AIG
-1.6%
+142.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +6.3% | -2.4% | +8.7% | +5.7% |
| 30D | -18.8% | -2.9% | -15.9% | -19.3% |
| 3M | -3.8% | +0.8% | -4.6% | -4.2% |
| 6M | +121.1% | -2.7% | +123.8% | +122.3% |
| YTD | +113.3% | -11.2% | +124.5% | +127.8% |
| All | +141.3% | -1.6% | +142.9% | +135.3% |
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