-70.9%
FCEL vs ALLE
+88.9%
-159.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.9% | +12.5% | +12.1% |
| 7D | -11.2% | -0.6% | -10.7% | -11.0% |
| 30D | -45.8% | +25.3% | -71.1% | -54.2% |
| 3M | -51.0% | +10.3% | -61.3% | -54.6% |
| 6M | -22.2% | +38.0% | -60.3% | -40.2% |
| YTD | +36.3% | +17.8% | +18.5% | +17.0% |
| 1Y | +29.0% | +13.6% | +15.4% | +13.8% |
| 3Y | -70.9% | +89.2% | -160.1% | -87.6% |
| All | -70.9% | +88.9% | -159.8% | -87.6% |
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 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