I have given the blue curve:
The datapoints are:
-2.00E+01 -6.70E+01
-1.70E+01 -6.10E+01
-1.40E+01 -5.50E+01
-1.10E+01 -4.89E+01
-8.00E+00 -4.30E+01
-5.00E+00 -3.71E+01
-2.00E+00 -3.13E+01
1.00E+00 -2.57E+01
4.00E+00 -2.04E+01
7.00E+00 -1.55E+01
1.00E+01 -1.10E+01
1.30E+01 -6.92E+00
1.60E+01 -3.09E+00
1.90E+01 5.40E-01
2.20E+01 4.02E+00
2.50E+01 7.38E+00
I would like to find an analytic, as simple as possible fit function $g(a_1,\cdots,a_N)$ where $a_n$ are arbitrary (not necessarily linear) parameters to fit to the values (in the range shown in the plot).
PS: If it matters: This is a logarithmic plot. The underlaying datapoints follow a power-law. If it would be a perfect power law, the curve would be linear. However, the curve bends for higher values of x and it is this bending that I would like to model.

If you are trying to fit $y=a10^{\frac xb}$ you can take the log of both sides to get $\log y=\log a+\frac xb\log 10$. This is a linear fit in the parameters $\log y, \log a, \frac 1b$. Taking the log and the inverse of $b$ will change the weights of the errors and will change the fitted values a certain amount, but linear fits are easy and robust. Alternately, you can avoid taking the logs and feed the fit to a nonlinear function minimizer.