-62.6%
FCEL vs AIG
+33.4%
-96.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +6.3% | -2.4% | +8.7% | +6.7% |
| 30D | -18.8% | -2.9% | -15.9% | -18.5% |
| 3M | -3.8% | +0.8% | -4.6% | -5.0% |
| 6M | +121.1% | -2.7% | +123.8% | +120.4% |
| YTD | +113.3% | -11.2% | +124.5% | +121.3% |
| 1Y | +173.5% | -1.5% | +175.0% | +169.6% |
| All | -62.6% | +33.4% | -96.0% | -72.0% |
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