-65.2%
FCEL vs ALLE
+93.1%
-158.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.8% | +5.7% | +6.0% |
| 7D | +3.9% | -0.8% | +4.7% | +4.8% |
| 30D | -33.1% | +27.4% | -60.5% | -44.1% |
| 3M | -43.0% | +13.8% | -56.8% | -48.2% |
| 6M | -31.3% | +45.5% | -76.8% | -49.0% |
| YTD | +49.8% | +21.4% | +28.4% | +26.0% |
| 1Y | +48.2% | +15.4% | +32.8% | +30.0% |
| All | -65.2% | +93.1% | -158.3% | -86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling