+3,733.8%
CELH vs AIG
+66.2%
+3,667.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | -11.2% | -1.2% | -10.1% | -10.8% |
| 30D | -1.4% | -1.1% | -0.4% | -1.0% |
| 3M | -4.2% | +0.7% | -4.8% | -4.6% |
| 6M | -40.5% | -2.2% | -38.3% | -40.2% |
| YTD | -40.5% | -10.8% | -29.7% | -38.4% |
| 1Y | -53.0% | -2.0% | -51.0% | -53.3% |
| 3Y | -59.1% | +34.8% | -93.9% | -64.5% |
| 5Y | -10.7% | +55.0% | -65.7% | -26.3% |
| All | +3,733.8% | +66.2% | +3,667.6% | +2,601.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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