-27.6%
AAL vs EVRG
+787.0%
-814.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.5% |
| 7D | -0.1% | +1.4% | -1.5% | -1.0% |
| 30D | +11.7% | +7.4% | +4.3% | +6.2% |
| 3M | -12.5% | +7.2% | -19.8% | -17.0% |
| 6M | +3.6% | +9.5% | -5.9% | -3.3% |
| YTD | -14.1% | +25.6% | -39.7% | -27.9% |
| 1Y | +0.8% | +20.4% | -19.6% | -13.0% |
| 3Y | +11.8% | +108.8% | -97.0% | -37.5% |
| 5Y | -35.1% | +68.0% | -103.0% | -58.7% |
| 10Y | -68.3% | +124.6% | -192.9% | -87.0% |
| All | -27.6% | +787.0% | -814.6% | -94.0% |
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