+2,319.9%
AEP vs EVRG
+2,261.5%
+58.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | +2.9% | +1.4% | +1.5% | +2.0% |
| 30D | +3.2% | +7.4% | -4.2% | -1.0% |
| 3M | +3.8% | +7.2% | -3.4% | -0.3% |
| 6M | +2.5% | +9.5% | -7.0% | -2.6% |
| YTD | +15.5% | +25.6% | -10.1% | +1.4% |
| 1Y | +9.6% | +20.4% | -10.7% | -1.4% |
| 3Y | +91.2% | +108.8% | -17.7% | +25.4% |
| 5Y | +88.2% | +68.0% | +20.2% | +40.3% |
| 10Y | +205.1% | +124.6% | +80.5% | +88.8% |
| All | +2,319.9% | +2,261.5% | +58.4% | +373.4% |
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