+3,594.0%
AEM vs EVRG
+2,068.9%
+1,525.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.5% | +1.1% | -1.6% | -0.7% |
| 30D | +24.0% | -1.0% | +25.0% | +24.2% |
| 3M | +16.1% | +0.4% | +15.7% | +15.8% |
| 6M | -11.6% | -0.8% | -10.8% | -11.6% |
| YTD | +21.5% | +15.3% | +6.2% | +17.9% |
| 1Y | +39.2% | +17.9% | +21.3% | +34.4% |
| 3Y | +347.4% | +71.9% | +275.5% | +300.9% |
| 5Y | +290.1% | +45.3% | +244.9% | +260.0% |
| 10Y | +357.8% | +113.1% | +244.7% | +282.9% |
| All | +3,594.0% | +2,068.9% | +1,525.1% | +2,241.6% |
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