-44.0%
ACHR vs EVRG
+89.3%
-133.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -11.3% | -1.2% | -10.1% | -10.9% |
| 3M | +5.3% | -0.6% | +5.9% | +4.9% |
| 6M | -13.2% | +2.4% | -15.7% | -15.1% |
| YTD | -25.8% | +15.5% | -41.2% | -31.6% |
| 1Y | -34.3% | +16.8% | -51.1% | -39.5% |
| 3Y | -19.9% | +75.0% | -94.9% | -38.1% |
| 5Y | -42.7% | +49.3% | -92.0% | -53.8% |
| All | -44.0% | +89.3% | -133.4% | -57.9% |
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