-97.0%
FCEL vs ALLE
+52.7%
-149.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -5.9% |
| 7D | +14.8% | +1.6% | +13.2% | +13.4% |
| 30D | -33.9% | +24.1% | -58.0% | -46.8% |
| 3M | -52.7% | +14.8% | -67.5% | -59.2% |
| 6M | -40.0% | +45.9% | -85.9% | -59.4% |
| YTD | +40.2% | +20.7% | +19.5% | +11.8% |
| 1Y | +32.9% | +14.2% | +18.8% | +11.9% |
| 3Y | -66.8% | +90.7% | -157.5% | -84.8% |
| 5Y | -97.0% | +50.6% | -147.5% | -98.3% |
| All | -97.0% | +52.7% | -149.7% | -98.3% |
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