+2,231.7%
AEP vs EVRG
+2,087.5%
+144.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.2% |
| 7D | +2.0% | +0.9% | +1.1% | +1.5% |
| 30D | +0.5% | -0.5% | +1.1% | +0.8% |
| 3M | -0.3% | +1.5% | -1.8% | -1.1% |
| 6M | -3.5% | +1.2% | -4.6% | -4.0% |
| YTD | +11.3% | +16.3% | -5.1% | +2.1% |
| 1Y | +20.2% | +20.3% | 0.0% | +8.2% |
| 3Y | +79.8% | +72.3% | +7.5% | +31.8% |
| 5Y | +65.6% | +46.7% | +18.9% | +33.3% |
| 10Y | +169.3% | +113.8% | +55.5% | +71.8% |
| All | +2,231.7% | +2,087.5% | +144.2% | +376.8% |
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