+551.6%
AEIS vs EVRG
+113.9%
+437.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | -14.8% | -1.2% | -13.6% | -14.4% |
| 3M | -15.6% | -0.6% | -15.0% | -15.6% |
| 6M | -8.7% | +2.4% | -11.1% | -10.0% |
| YTD | +37.3% | +15.5% | +21.9% | +28.5% |
| 1Y | +80.3% | +16.8% | +63.5% | +67.6% |
| 3Y | +177.9% | +75.0% | +102.9% | +112.4% |
| 5Y | +235.8% | +49.3% | +186.5% | +172.2% |
| All | +551.6% | +113.9% | +437.7% | +360.7% |
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