+439.9%
AG vs EVRG
+612.5%
-172.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.5% |
| 7D | +4.5% | +0.9% | +3.6% | +4.0% |
| 30D | +12.9% | -0.5% | +13.4% | +13.0% |
| 3M | +20.9% | +1.5% | +19.4% | +19.7% |
| 6M | -19.5% | +1.2% | -20.7% | -20.4% |
| YTD | +24.8% | +16.3% | +8.5% | +15.2% |
| 1Y | +120.2% | +20.3% | +100.0% | +100.1% |
| 3Y | +279.0% | +72.3% | +206.7% | +188.0% |
| 5Y | +67.9% | +46.7% | +21.2% | +37.5% |
| 10Y | +57.5% | +113.8% | -56.3% | -3.9% |
| All | +439.9% | +612.5% | -172.6% | +36.3% |
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