+346.7%
AEM vs EVRG
+113.2%
+233.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -5.0% | -0.7% | -4.3% | -4.9% |
| 30D | +8.5% | 0.0% | +8.4% | +8.4% |
| 3M | +29.3% | -1.0% | +30.2% | +29.4% |
| 6M | -12.9% | +1.0% | -13.9% | -13.3% |
| YTD | +16.8% | +15.1% | +1.7% | +12.4% |
| 1Y | +29.8% | +17.6% | +12.3% | +24.3% |
| 3Y | +336.7% | +70.5% | +266.3% | +282.2% |
| 5Y | +299.9% | +48.9% | +251.1% | +259.3% |
| All | +346.7% | +113.2% | +233.5% | +242.0% |
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 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