-99.8%
FCEL vs ALLE
+260.9%
-360.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.1% |
| 7D | -15.8% | -0.2% | -15.6% | -15.9% |
| 30D | -29.3% | -6.8% | -22.5% | -25.8% |
| 3M | -30.1% | +21.0% | -51.2% | -40.3% |
| 6M | +74.4% | +1.1% | +73.3% | +70.6% |
| YTD | +104.5% | -0.5% | +105.1% | +100.7% |
| 1Y | +281.4% | -7.3% | +288.6% | +293.7% |
| 3Y | -66.1% | +42.3% | -108.4% | -75.0% |
| 5Y | -91.9% | +13.5% | -105.3% | -92.9% |
| 10Y | -99.2% | +144.0% | -243.3% | -99.6% |
| All | -99.8% | +260.9% | -360.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling