+4,678.2%
ACGL vs EVRG
+1,180.0%
+3,498.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | +0.9% | +1.9% | -1.0% | +0.2% |
| 30D | +13.7% | +9.0% | +4.7% | +10.4% |
| 3M | +8.0% | +6.3% | +1.7% | +5.7% |
| 6M | +13.3% | +9.9% | +3.4% | +9.6% |
| YTD | +11.8% | +23.8% | -12.0% | +3.7% |
| 1Y | +22.2% | +19.9% | +2.3% | +14.5% |
| 3Y | +32.5% | +94.3% | -61.8% | +4.7% |
| 5Y | +160.2% | +64.6% | +95.6% | +115.5% |
| 10Y | +338.5% | +121.7% | +216.8% | +232.5% |
| All | +4,678.2% | +1,180.0% | +3,498.2% | +2,214.1% |
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