+56.2%
AG vs EVRG
+48.0%
+8.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.1% |
| 7D | -6.7% | +0.1% | -6.8% | -6.8% |
| 30D | +2.2% | -1.2% | +3.4% | +2.8% |
| 3M | +15.7% | -0.6% | +16.3% | +15.7% |
| 6M | -23.8% | +2.4% | -26.2% | -25.5% |
| YTD | +17.6% | +15.5% | +2.2% | +6.5% |
| 1Y | +88.6% | +16.8% | +71.8% | +69.5% |
| 3Y | +253.4% | +75.0% | +178.4% | +142.6% |
| All | +56.2% | +48.0% | +8.2% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling