+170.5%
AEP vs EVRG
+113.9%
+56.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -1.1% | -1.2% | +0.2% | -0.2% |
| 3M | -3.3% | -0.6% | -2.7% | -2.8% |
| 6M | -4.6% | +2.4% | -7.1% | -6.1% |
| YTD | +9.4% | +15.5% | -6.0% | -0.9% |
| 1Y | +16.9% | +16.8% | +0.1% | +5.0% |
| 3Y | +76.6% | +75.0% | +1.6% | +20.1% |
| 5Y | +66.2% | +49.3% | +16.9% | +25.7% |
| All | +170.5% | +113.9% | +56.6% | +57.7% |
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