+61.4%
AFL vs EVRG
+72.0%
-10.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -3.3% | -0.7% | -2.6% | -3.0% |
| 30D | -5.0% | 0.0% | -5.0% | -5.0% |
| 3M | -1.8% | -1.0% | -0.8% | -1.5% |
| 6M | +4.8% | +1.0% | +3.9% | +4.3% |
| YTD | +5.4% | +15.1% | -9.7% | -0.5% |
| 1Y | +9.0% | +17.6% | -8.6% | +1.8% |
| All | +61.4% | +72.0% | -10.6% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling