+176.3%
AEIS vs EVRG
+71.7%
+104.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | +6.5% | +0.6% | +5.9% | +6.4% |
| 30D | -9.2% | -0.2% | -8.9% | -9.1% |
| 3M | -8.3% | -0.5% | -7.9% | -8.6% |
| 6M | -6.3% | +0.2% | -6.5% | -6.7% |
| YTD | +36.5% | +14.9% | +21.6% | +32.1% |
| 1Y | +84.8% | +18.2% | +66.5% | +77.5% |
| All | +176.3% | +71.7% | +104.6% | +126.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling