-24.4%
AIG vs EVRG
+2,064.1%
-2,088.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -2.4% | -0.7% | -1.7% | -2.0% |
| 30D | -2.9% | 0.0% | -3.0% | -3.0% |
| 3M | +0.8% | -1.0% | +1.7% | +1.1% |
| 6M | -2.7% | +1.0% | -3.6% | -3.6% |
| YTD | -11.2% | +15.1% | -26.3% | -18.2% |
| 1Y | -1.5% | +17.6% | -19.1% | -10.4% |
| 3Y | +34.4% | +70.5% | -36.1% | -1.1% |
| 5Y | +54.4% | +48.9% | +5.6% | +20.3% |
| 10Y | +64.4% | +112.8% | -48.4% | +4.0% |
| All | -24.4% | +2,064.1% | -2,088.5% | -81.8% |
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