+356.8%
ACWI vs EVRG
+657.2%
-300.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.2% |
| 7D | +0.5% | +1.1% | -0.6% | -0.1% |
| 30D | +0.9% | -1.0% | +1.9% | +1.3% |
| 3M | +2.4% | +0.4% | +2.0% | +1.8% |
| 6M | +12.4% | -0.8% | +13.2% | +12.2% |
| YTD | +15.2% | +15.3% | -0.2% | +6.4% |
| 1Y | +22.7% | +17.9% | +4.8% | +11.9% |
| 3Y | +75.8% | +71.9% | +3.9% | +30.1% |
| 5Y | +67.7% | +45.3% | +22.5% | +33.2% |
| 10Y | +229.0% | +113.1% | +115.9% | +91.4% |
| All | +356.8% | +657.2% | -300.4% | -8.1% |
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