+33.3%
ACI vs EVRG
+92.6%
-59.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.9% |
| 7D | +2.3% | +1.4% | +0.9% | +1.9% |
| 30D | +1.2% | +7.4% | -6.1% | -0.4% |
| 3M | +6.8% | +7.2% | -0.4% | +5.1% |
| 6M | -18.7% | +9.5% | -28.2% | -20.5% |
| YTD | -20.2% | +25.6% | -45.8% | -24.3% |
| 1Y | -23.7% | +20.4% | -44.1% | -27.0% |
| 3Y | -31.6% | +108.8% | -140.5% | -42.0% |
| 5Y | -42.8% | +68.0% | -110.7% | -49.0% |
| All | +33.3% | +92.6% | -59.4% | +12.6% |
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