+3,733.8%
CELH vs AEP
+174.9%
+3,558.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | -11.2% | -0.9% | -10.3% | -10.9% |
| 30D | -1.4% | -1.1% | -0.4% | -1.1% |
| 3M | -4.2% | -3.3% | -0.9% | -3.1% |
| 6M | -40.5% | -4.6% | -35.8% | -39.6% |
| YTD | -40.5% | +9.4% | -49.9% | -42.7% |
| 1Y | -53.0% | +16.9% | -69.9% | -56.1% |
| 3Y | -59.1% | +76.6% | -135.7% | -68.3% |
| 5Y | -10.7% | +66.2% | -76.9% | -29.3% |
| All | +3,733.8% | +174.9% | +3,558.9% | +2,693.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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