+267.2%
ALAB vs EVRG
+85.9%
+181.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +26.9% | +1.0% | +25.9% | +27.8% |
| 30D | -30.0% | +7.5% | -37.5% | -25.8% |
| 3M | -28.5% | +6.8% | -35.4% | -24.7% |
| 6M | +11.4% | +7.7% | +3.7% | +18.7% |
| YTD | +36.9% | +24.9% | +12.1% | +58.2% |
| 1Y | +44.4% | +18.1% | +26.3% | +62.6% |
| All | +267.2% | +85.9% | +181.3% | +568.3% |
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