+64.2%
AIG vs EVRG
+113.9%
-49.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -1.1% | -1.2% | +0.2% | -0.5% |
| 3M | +0.7% | -0.6% | +1.3% | +0.8% |
| 6M | -2.2% | +2.4% | -4.6% | -3.8% |
| YTD | -10.8% | +15.5% | -26.3% | -18.2% |
| 1Y | -2.0% | +16.8% | -18.8% | -10.8% |
| 3Y | +34.8% | +75.0% | -40.2% | -3.4% |
| 5Y | +55.0% | +49.3% | +5.7% | +19.8% |
| All | +64.2% | +113.9% | -49.8% | +14.9% |
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 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