+96.4%
AGG vs EVRG
+1,048.8%
-952.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -0.9% | -0.7% | -0.2% | -0.9% |
| 30D | -1.0% | 0.0% | -1.0% | -1.0% |
| 3M | -1.3% | -1.0% | -0.3% | -1.3% |
| 6M | -2.1% | +1.0% | -3.1% | -2.1% |
| YTD | -1.2% | +15.1% | -16.3% | -1.4% |
| 1Y | -0.5% | +17.6% | -18.1% | -0.7% |
| 3Y | +12.4% | +70.5% | -58.0% | +11.7% |
| 5Y | -2.4% | +48.9% | -51.3% | -3.0% |
| 10Y | +14.3% | +112.8% | -98.5% | +13.9% |
| All | +96.4% | +1,048.8% | -952.5% | +98.6% |
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