+3,733.8%
CELH vs AEIS
+562.2%
+3,171.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +0.3% |
| 7D | -11.2% | +2.3% | -13.5% | -12.0% |
| 30D | -1.4% | -14.8% | +13.4% | +4.0% |
| 3M | -4.2% | -15.6% | +11.4% | -2.1% |
| 6M | -40.5% | -8.7% | -31.8% | -43.2% |
| YTD | -40.5% | +37.3% | -77.8% | -53.9% |
| 1Y | -53.0% | +80.3% | -133.3% | -68.4% |
| 3Y | -59.1% | +177.9% | -237.0% | -78.9% |
| 5Y | -10.7% | +235.8% | -246.5% | -57.8% |
| All | +3,733.8% | +562.2% | +3,171.6% | +1,305.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling