+295.8%
AFL vs EVRG
+113.9%
+181.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -4.0% | -1.2% | -2.8% | -3.5% |
| 3M | -0.5% | -0.6% | +0.1% | -0.3% |
| 6M | +6.5% | +2.4% | +4.1% | +5.0% |
| YTD | +6.2% | +15.5% | -9.3% | -1.3% |
| 1Y | +8.3% | +16.8% | -8.5% | -0.1% |
| 3Y | +62.5% | +75.0% | -12.5% | +22.6% |
| 5Y | +136.2% | +49.3% | +86.8% | +90.1% |
| All | +295.8% | +113.9% | +181.9% | +181.7% |
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