-91.7%
FCEL vs ALLE
+13.7%
-105.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.0% |
| 7D | -15.8% | -0.2% | -15.6% | -16.0% |
| 30D | -29.3% | -6.8% | -22.5% | -25.0% |
| 3M | -30.1% | +21.0% | -51.2% | -42.6% |
| 6M | +74.4% | +1.1% | +73.3% | +69.3% |
| YTD | +104.5% | -0.5% | +105.1% | +98.4% |
| 1Y | +281.4% | -7.3% | +288.6% | +294.6% |
| 3Y | -66.1% | +42.3% | -108.4% | -78.4% |
| All | -91.7% | +13.7% | -105.4% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling