+2,766.8%
AEIS vs EVRG
+1,002.3%
+1,764.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.7% |
| 7D | +3.0% | +1.1% | +1.9% | +2.4% |
| 30D | -14.6% | -1.0% | -13.6% | -14.2% |
| 3M | -12.4% | +0.4% | -12.8% | -13.1% |
| 6M | -15.0% | -0.8% | -14.1% | -15.1% |
| YTD | +34.3% | +15.3% | +19.0% | +23.9% |
| 1Y | +87.4% | +17.9% | +69.5% | +70.6% |
| 3Y | +139.8% | +71.9% | +67.8% | +75.8% |
| 5Y | +220.7% | +45.3% | +175.5% | +152.4% |
| 10Y | +531.6% | +113.1% | +418.5% | +282.2% |
| All | +2,766.8% | +1,002.3% | +1,764.5% | +602.0% |
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