+18,807.2%
AFL vs EVRG
+2,087.5%
+16,719.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.2% |
| 7D | -0.7% | +0.9% | -1.6% | -1.2% |
| 30D | -7.1% | -0.5% | -6.6% | -6.9% |
| 3M | +0.4% | +1.5% | -1.1% | -0.4% |
| 6M | +4.5% | +1.2% | +3.4% | +3.7% |
| YTD | +6.1% | +16.3% | -10.3% | -1.7% |
| 1Y | +10.6% | +20.3% | -9.7% | +0.8% |
| 3Y | +64.0% | +72.3% | -8.3% | +24.9% |
| 5Y | +133.7% | +46.7% | +87.0% | +89.8% |
| 10Y | +298.0% | +113.8% | +184.2% | +161.6% |
| All | +18,807.2% | +2,087.5% | +16,719.7% | +5,102.9% |
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