+107.3%
CELH vs AEP
+541.9%
-434.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.2% |
| 7D | -11.7% | +0.9% | -12.6% | -12.0% |
| 30D | +1.6% | +1.5% | +0.1% | +0.8% |
| 3M | -2.0% | -1.7% | -0.3% | -1.4% |
| 6M | -36.2% | -4.0% | -32.1% | -35.3% |
| YTD | -39.6% | +10.6% | -50.2% | -42.7% |
| 1Y | -50.7% | +18.6% | -69.3% | -55.0% |
| 3Y | -58.9% | +78.7% | -137.6% | -69.9% |
| 5Y | -5.4% | +65.1% | -70.5% | -28.8% |
| 10Y | +3,848.6% | +177.7% | +3,670.8% | +2,089.7% |
| All | +107.3% | +541.9% | -434.6% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling