+3,541.8%
AEM vs EVRG
+2,087.5%
+1,454.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | +4.3% | +0.9% | +3.4% | +4.2% |
| 30D | +13.1% | -0.5% | +13.7% | +13.2% |
| 3M | +24.8% | +1.5% | +23.3% | +24.2% |
| 6M | -8.2% | +1.2% | -9.4% | -8.6% |
| YTD | +19.8% | +16.3% | +3.5% | +16.0% |
| 1Y | +32.1% | +20.3% | +11.8% | +27.0% |
| 3Y | +348.2% | +72.3% | +275.9% | +301.3% |
| 5Y | +297.5% | +46.7% | +250.8% | +266.0% |
| 10Y | +343.3% | +113.8% | +229.5% | +270.5% |
| All | +3,541.8% | +2,087.5% | +1,454.3% | +2,204.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling