+227.1%
ACWI vs EVRG
+124.9%
+102.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.7% | +2.5% | -3.1% | -1.5% |
| 30D | -2.0% | +8.4% | -10.4% | -4.6% |
| 3M | -2.2% | +8.6% | -10.7% | -4.9% |
| 6M | +1.9% | +7.7% | -5.8% | -0.9% |
| YTD | +12.0% | +25.0% | -13.0% | +3.4% |
| 1Y | +12.5% | +18.7% | -6.2% | +5.7% |
| 3Y | +75.4% | +102.1% | -26.7% | +35.7% |
| 5Y | +61.5% | +66.8% | -5.3% | +32.6% |
| 10Y | +227.1% | +123.5% | +103.6% | +146.1% |
| All | +227.1% | +124.9% | +102.2% | +146.1% |
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 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