+61.6%
AG vs EVRG
+113.9%
-52.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.0% |
| 7D | -6.7% | +0.1% | -6.8% | -6.8% |
| 30D | +2.2% | -1.2% | +3.4% | +2.5% |
| 3M | +15.7% | -0.6% | +16.3% | +15.7% |
| 6M | -23.8% | +2.4% | -26.2% | -24.7% |
| YTD | +17.6% | +15.5% | +2.2% | +11.6% |
| 1Y | +88.6% | +16.8% | +71.8% | +78.3% |
| 3Y | +253.4% | +75.0% | +178.4% | +192.6% |
| 5Y | +62.4% | +49.3% | +13.1% | +41.2% |
| All | +61.6% | +113.9% | -52.3% | +25.2% |
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 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