+3,912.3%
AEHR vs EVRG
+113.9%
+3,798.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +9.8% | +0.1% | +9.7% | +9.7% |
| 30D | -26.7% | -1.2% | -25.5% | -26.6% |
| 3M | -8.1% | -0.6% | -7.5% | -8.4% |
| 6M | +123.1% | +2.4% | +120.6% | +120.7% |
| YTD | +369.0% | +15.5% | +353.5% | +351.9% |
| 1Y | +256.4% | +16.8% | +239.6% | +242.6% |
| 3Y | +96.4% | +75.0% | +21.4% | +70.5% |
| 5Y | +836.6% | +49.3% | +787.3% | +734.9% |
| All | +3,912.3% | +113.9% | +3,798.4% | +3,147.7% |
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