-99.0%
FCEL vs ALLE
+233.6%
-332.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.8% | +5.9% | +6.5% |
| 7D | +3.0% | -0.6% | +3.7% | +3.7% |
| 30D | -40.0% | +26.6% | -66.6% | -51.1% |
| 3M | -47.0% | +13.2% | -60.2% | -53.0% |
| 6M | -21.0% | +42.9% | -63.9% | -42.3% |
| YTD | +48.0% | +21.0% | +27.0% | +22.2% |
| 1Y | +43.9% | +15.2% | +28.7% | +23.4% |
| 3Y | -67.5% | +95.6% | -163.1% | -82.2% |
| 5Y | -96.7% | +53.4% | -150.1% | -97.8% |
| 10Y | -99.0% | +221.5% | -320.5% | -99.6% |
| All | -99.0% | +233.6% | -332.6% | -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