-59.9%
CELH vs AEM
+331.1%
-391.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.7% | -3.1% |
| 7D | -15.8% | -5.0% | -10.7% | -14.9% |
| 30D | -5.2% | +8.5% | -13.7% | -6.6% |
| 3M | -6.1% | +29.3% | -35.4% | -10.2% |
| 6M | -40.9% | -12.9% | -27.9% | -39.6% |
| YTD | -41.8% | +16.8% | -58.5% | -43.9% |
| 1Y | -52.6% | +29.8% | -82.5% | -55.6% |
| All | -59.9% | +331.1% | -391.0% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 3y: compounded portfolio wealth divided by compounded AEM 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…
3y analysis · Full analysis span regression · 6 months rolling