+222.7%
AA vs EVRG
+2,249.8%
-2,027.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +1.1% | +2.5% | -1.3% | 0.0% |
| 30D | -1.3% | +8.4% | -9.6% | -5.0% |
| 3M | -23.9% | +8.6% | -32.5% | -26.9% |
| 6M | -36.8% | +7.7% | -44.5% | -39.2% |
| YTD | -22.2% | +25.0% | -47.1% | -30.3% |
| 1Y | +10.4% | +18.7% | -8.4% | +1.1% |
| 3Y | +72.0% | +102.1% | -30.1% | +22.1% |
| 5Y | -15.6% | +66.8% | -82.5% | -35.1% |
| 10Y | +47.8% | +123.5% | -75.7% | -5.6% |
| All | +222.7% | +2,249.8% | -2,027.1% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling