+459.5%
AJG vs EVRG
+113.9%
+345.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -8.3% | +0.1% | -8.4% | -8.3% |
| 30D | -5.7% | -1.2% | -4.5% | -5.3% |
| 3M | +9.1% | -0.6% | +9.7% | +9.2% |
| 6M | +15.2% | +2.4% | +12.8% | +13.7% |
| YTD | -6.3% | +15.5% | -21.7% | -12.3% |
| 1Y | -19.1% | +16.8% | -35.9% | -24.7% |
| 3Y | +8.2% | +75.0% | -66.8% | -15.7% |
| 5Y | +75.6% | +49.3% | +26.3% | +45.2% |
| All | +459.5% | +113.9% | +345.6% | +310.3% |
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 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