-89.7%
FCEL vs ALC
-15.6%
-74.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.0% | +20.8% | +20.1% |
| 7D | +4.0% | -3.7% | +7.6% | +6.2% |
| 30D | -13.1% | -3.7% | -9.3% | -11.5% |
| 3M | +14.6% | +4.6% | +10.0% | +7.5% |
| 6M | +133.7% | -14.6% | +148.3% | +151.1% |
| YTD | +143.0% | -11.9% | +154.8% | +153.1% |
| 1Y | +320.9% | -13.1% | +334.0% | +343.1% |
| 3Y | -58.9% | -15.0% | -43.9% | -58.5% |
| 5Y | -89.7% | -16.2% | -73.5% | -88.8% |
| All | -89.7% | -15.6% | -74.0% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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