-90.1%
FCEL vs AIG
+52.4%
-142.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.2% | -6.9% |
| 7D | +15.1% | -1.4% | +16.5% | +15.7% |
| 30D | -16.4% | -3.3% | -13.1% | -15.3% |
| 3M | -5.3% | +2.2% | -7.4% | -8.0% |
| 6M | +124.5% | -2.1% | +126.6% | +121.7% |
| YTD | +126.7% | -11.2% | +137.9% | +135.9% |
| 1Y | +219.9% | -2.1% | +222.0% | +212.0% |
| 3Y | -61.6% | +34.4% | -96.0% | -71.3% |
| All | -90.1% | +52.4% | -142.5% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling