+72.3%
AA vs EVRG
+103.1%
-30.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +1.1% | +2.5% | -1.3% | +0.4% |
| 30D | -1.3% | +8.4% | -9.6% | -3.6% |
| 3M | -23.9% | +8.6% | -32.5% | -25.8% |
| 6M | -36.8% | +7.7% | -44.5% | -38.3% |
| YTD | -22.2% | +25.0% | -47.1% | -28.2% |
| 1Y | +10.4% | +18.7% | -8.4% | +4.0% |
| All | +72.3% | +103.1% | -30.8% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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