-11.9%
ALB vs EVRG
+103.1%
-115.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.1% | +2.5% | -1.4% | +0.2% |
| 30D | -2.6% | +8.4% | -11.0% | -5.3% |
| 3M | -25.6% | +8.6% | -34.2% | -27.8% |
| 6M | -54.0% | +7.7% | -61.7% | -55.4% |
| YTD | -31.6% | +25.0% | -56.5% | -37.9% |
| 1Y | -6.6% | +18.7% | -25.3% | -13.4% |
| All | -11.9% | +103.1% | -115.0% | -50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling