-64.8%
AAL vs EVRG
+113.9%
-178.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -12.9% | -1.2% | -11.6% | -12.6% |
| 3M | -11.2% | -0.6% | -10.6% | -11.1% |
| 6M | +17.8% | +2.4% | +15.4% | +16.6% |
| YTD | -15.1% | +15.5% | -30.6% | -19.6% |
| 1Y | +0.5% | +16.8% | -16.4% | -5.3% |
| 3Y | -7.7% | +75.0% | -82.7% | -25.7% |
| 5Y | -31.3% | +49.3% | -80.7% | -41.8% |
| All | -64.8% | +113.9% | -178.7% | -72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling