-62.5%
ALB vs EVRG
+66.8%
-129.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.1% | +2.5% | -1.4% | +0.1% |
| 30D | -2.6% | +8.4% | -11.0% | -5.8% |
| 3M | -25.6% | +8.6% | -34.2% | -28.1% |
| 6M | -54.0% | +7.7% | -61.7% | -55.6% |
| YTD | -31.6% | +25.0% | -56.5% | -38.3% |
| 1Y | -6.6% | +18.7% | -25.3% | -13.9% |
| 3Y | -14.0% | +102.1% | -116.1% | -40.1% |
| 5Y | -62.5% | +66.8% | -129.4% | -71.8% |
| All | -62.5% | +66.8% | -129.3% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling