+335.2%
AEIS vs EVRG
+124.6%
+210.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.2% |
| 7D | +11.5% | +1.4% | +10.1% | +10.9% |
| 30D | -15.8% | +7.4% | -23.1% | -18.5% |
| 3M | -33.3% | +7.2% | -40.5% | -35.5% |
| 6M | -35.2% | +9.5% | -44.7% | -38.0% |
| YTD | +5.0% | +25.6% | -20.6% | -5.4% |
| 1Y | +8.5% | +20.4% | -11.9% | -0.6% |
| 3Y | +152.9% | +108.8% | +44.1% | +78.5% |
| 5Y | +144.6% | +68.0% | +76.7% | +88.0% |
| All | +335.2% | +124.6% | +210.6% | +189.3% |
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