+18.2%
ACGL vs EVRG
+19.2%
-1.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.1% |
| 7D | +2.2% | +1.4% | +0.8% | +1.7% |
| 30D | +12.3% | +7.4% | +4.9% | +9.7% |
| 3M | +11.8% | +7.2% | +4.6% | +9.2% |
| 6M | +17.5% | +9.5% | +8.0% | +14.3% |
| YTD | +14.3% | +25.6% | -11.3% | +11.4% |
| 1Y | +18.2% | +20.4% | -2.2% | +16.2% |
| All | +18.2% | +19.2% | -1.1% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling