+330.0%
ACWI vs EVRG
+712.9%
-383.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -2.4% | +1.9% | -4.2% | -3.3% |
| 30D | -5.2% | +9.0% | -14.2% | -9.2% |
| 3M | -4.8% | +6.3% | -11.2% | -7.9% |
| 6M | -1.3% | +9.9% | -11.2% | -6.4% |
| YTD | +8.4% | +23.8% | -15.4% | -3.4% |
| 1Y | +11.0% | +19.9% | -8.9% | +0.5% |
| 3Y | +70.6% | +94.3% | -23.7% | +18.8% |
| 5Y | +55.3% | +64.6% | -9.3% | +15.7% |
| 10Y | +223.2% | +121.7% | +101.4% | +85.3% |
| All | +330.0% | +712.9% | -383.0% | -16.6% |
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