+36.0%
FCEL vs ALLE
+14.8%
+21.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.8% |
| 7D | -8.3% | +0.1% | -8.4% | -8.1% |
| 30D | -43.0% | +25.9% | -68.9% | -47.8% |
| 3M | -48.2% | +14.9% | -63.0% | -50.1% |
| 6M | -25.0% | +42.1% | -67.1% | -37.8% |
| YTD | +40.6% | +20.4% | +20.2% | +22.7% |
| 1Y | +36.0% | +14.9% | +21.1% | +20.0% |
| All | +36.0% | +14.8% | +21.1% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling