+4,269.4%
ACGL vs EVRG
+1,092.3%
+3,177.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.6% |
| 7D | -0.7% | +1.1% | -1.9% | -1.1% |
| 30D | -1.0% | -1.0% | 0.0% | -0.7% |
| 3M | +11.0% | +0.4% | +10.6% | +10.9% |
| 6M | -0.3% | -0.8% | +0.5% | -0.1% |
| YTD | +2.3% | +15.3% | -13.1% | -2.8% |
| 1Y | +6.4% | +17.9% | -11.5% | +0.3% |
| 3Y | +34.0% | +71.9% | -38.0% | +10.3% |
| 5Y | +161.6% | +45.3% | +116.4% | +126.3% |
| 10Y | +278.6% | +113.1% | +165.5% | +192.0% |
| All | +4,269.4% | +1,092.3% | +3,177.1% | +2,069.3% |
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