+547.9%
AEHR vs EVRG
+838.8%
-290.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.2% | +6.5% | +5.5% |
| 7D | +19.1% | +0.6% | +18.5% | +18.9% |
| 30D | -10.0% | -0.2% | -9.8% | -10.0% |
| 3M | +1.3% | -0.5% | +1.8% | +0.9% |
| 6M | +133.8% | +0.2% | +133.6% | +132.4% |
| YTD | +373.3% | +14.9% | +358.4% | +354.8% |
| 1Y | +256.2% | +18.2% | +238.0% | +239.8% |
| 3Y | +93.2% | +70.2% | +23.1% | +67.1% |
| 5Y | +793.1% | +45.3% | +747.7% | +695.2% |
| 10Y | +3,753.2% | +112.4% | +3,640.8% | +2,911.7% |
| All | +547.9% | +838.8% | -290.9% | +174.2% |
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