-99.1%
FCEL vs AJG
+473.1%
-572.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.2% | +2.5% |
| 7D | +6.3% | -8.3% | +14.6% | +10.4% |
| 30D | -26.7% | -5.7% | -21.0% | -25.3% |
| 3M | -10.2% | +9.1% | -19.3% | -18.8% |
| 6M | +123.5% | +15.2% | +108.3% | +93.0% |
| YTD | +117.4% | -6.3% | +123.7% | +111.3% |
| 1Y | +146.0% | -19.1% | +165.1% | +163.4% |
| 3Y | -61.9% | +8.2% | -70.1% | -70.4% |
| 5Y | -90.5% | +75.6% | -166.1% | -95.2% |
| All | -99.1% | +473.1% | -572.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 10y: compounded portfolio wealth divided by compounded AJG 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…
10y analysis · Full analysis span regression · 6 months rolling