-69.3%
FCEL vs AIG
+39.5%
-108.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -5.6% |
| 7D | -2.8% | +6.6% | -9.4% | -2.9% |
| 30D | -31.6% | +7.0% | -38.7% | -32.0% |
| 3M | -52.4% | +9.7% | -62.1% | -52.8% |
| 6M | -51.4% | +10.8% | -62.2% | -52.2% |
| YTD | +32.4% | -1.3% | +33.7% | +35.8% |
| 1Y | +37.5% | +8.4% | +29.1% | +34.9% |
| 3Y | -69.3% | +39.0% | -108.3% | -68.8% |
| All | -69.3% | +39.5% | -108.8% | -68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling