+341.2%
ACWI vs EVRG
+717.1%
-375.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | +0.3% | +1.7% | -1.3% | -0.5% |
| 30D | -2.8% | +8.7% | -11.5% | -6.8% |
| 3M | -3.2% | +6.4% | -9.6% | -6.3% |
| 6M | +1.3% | +9.4% | -8.1% | -3.6% |
| YTD | +11.2% | +24.5% | -13.2% | -1.1% |
| 1Y | +13.8% | +20.5% | -6.7% | +2.7% |
| 3Y | +76.2% | +101.6% | -25.4% | +20.4% |
| 5Y | +59.5% | +67.5% | -8.0% | +17.7% |
| 10Y | +222.2% | +122.3% | +99.9% | +84.6% |
| All | +341.2% | +717.1% | -375.9% | -14.6% |
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 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