-99.0%
FCEL vs ALLE
+212.2%
-311.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.8% | +5.7% | +5.9% |
| 7D | +3.9% | -0.8% | +4.7% | +5.0% |
| 30D | -33.1% | +27.4% | -60.5% | -45.8% |
| 3M | -43.0% | +13.8% | -56.8% | -49.6% |
| 6M | -31.3% | +45.5% | -76.8% | -50.4% |
| YTD | +49.8% | +21.4% | +28.4% | +23.4% |
| 1Y | +48.2% | +15.4% | +32.8% | +26.9% |
| 3Y | -64.6% | +91.7% | -156.3% | -80.2% |
| 5Y | -96.7% | +54.5% | -151.2% | -97.8% |
| 10Y | -99.0% | +210.5% | -309.6% | -99.6% |
| All | -99.0% | +212.2% | -311.2% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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