+305.8%
AA vs EVRG
+2,087.5%
-1,781.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.7% | +3.2% |
| 7D | +1.7% | +0.9% | +0.8% | +1.2% |
| 30D | +3.3% | -0.5% | +3.9% | +3.4% |
| 3M | -29.4% | +1.5% | -30.9% | -30.1% |
| 6M | -12.8% | +1.2% | -14.0% | -13.7% |
| YTD | -2.1% | +16.3% | -18.5% | -9.4% |
| 1Y | +62.8% | +20.3% | +42.5% | +48.0% |
| 3Y | +90.5% | +72.3% | +18.2% | +45.6% |
| 5Y | +19.1% | +46.7% | -27.6% | -2.9% |
| 10Y | +124.8% | +113.8% | +11.0% | +46.6% |
| All | +305.8% | +2,087.5% | -1,781.8% | +6.6% |
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