-99.7%
FCEL vs AIG
-30.2%
-69.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.0% | +20.8% | +19.4% |
| 7D | +4.0% | -1.6% | +5.6% | +4.4% |
| 30D | -13.1% | -5.2% | -7.9% | -11.8% |
| 3M | +14.6% | +1.5% | +13.1% | +13.1% |
| 6M | +133.7% | -3.9% | +137.6% | +133.7% |
| YTD | +143.0% | -11.6% | +154.6% | +148.0% |
| 1Y | +320.9% | -2.9% | +323.8% | +317.6% |
| 3Y | -58.9% | +33.7% | -92.6% | -63.3% |
| 5Y | -89.7% | +52.7% | -142.3% | -91.1% |
| 10Y | -99.1% | +62.6% | -161.7% | -99.2% |
| All | -99.7% | -30.2% | -69.5% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling