+68.0%
ACWI vs EVRG
+45.5%
+22.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | +0.5% | +1.1% | -0.6% | +0.2% |
| 30D | +0.9% | -1.0% | +1.9% | +1.1% |
| 3M | +2.4% | +0.4% | +2.0% | +2.1% |
| 6M | +12.4% | -0.8% | +13.2% | +12.3% |
| YTD | +15.2% | +15.3% | -0.2% | +10.1% |
| 1Y | +22.7% | +17.9% | +4.8% | +16.4% |
| 3Y | +75.8% | +71.9% | +3.9% | +47.5% |
| All | +68.0% | +45.5% | +22.5% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling