+74.0%
ALB vs EVRG
+113.9%
-39.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.8% | -3.6% |
| 7D | -6.6% | +0.1% | -6.7% | -6.7% |
| 30D | -8.1% | -1.2% | -6.9% | -7.7% |
| 3M | -25.7% | -0.6% | -25.1% | -25.8% |
| 6M | -29.5% | +2.4% | -31.9% | -30.7% |
| YTD | -16.2% | +15.5% | -31.7% | -22.4% |
| 1Y | +59.2% | +16.8% | +42.4% | +46.1% |
| 3Y | -33.7% | +75.0% | -108.7% | -50.9% |
| 5Y | -48.1% | +49.3% | -97.5% | -59.0% |
| All | +74.0% | +113.9% | -39.9% | +15.7% |
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