+8.6%
AEIS vs EVRG
+15.1%
-6.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +0.9% | -12.0% | -11.1% |
| 7D | -12.7% | +2.3% | -15.0% | -12.8% |
| 30D | -28.8% | +9.0% | -37.8% | -30.0% |
| 3M | -38.0% | +3.7% | -41.7% | -38.3% |
| 6M | -45.3% | +6.8% | -52.1% | -46.4% |
| YTD | +1.1% | +21.9% | -20.8% | -6.8% |
| 1Y | +8.6% | +15.8% | -7.2% | +3.9% |
| All | +8.6% | +15.1% | -6.5% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling