+2.1%
AAL vs CELH
-50.1%
+52.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.8% |
| 7D | -3.7% | -7.0% | +3.3% | -2.5% |
| 30D | -20.8% | +5.2% | -26.0% | -21.9% |
| 3M | -1.3% | +10.5% | -11.8% | -3.8% |
| 6M | +5.4% | -32.7% | +38.1% | +11.3% |
| YTD | -14.4% | -33.0% | +18.6% | -9.4% |
| 1Y | +2.1% | -49.5% | +51.6% | +11.1% |
| All | +2.1% | -50.1% | +52.2% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 1y: compounded portfolio wealth divided by compounded CELH 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…
1y analysis · Full analysis span regression · 6 months rolling