+2,885.9%
ALB vs EVRG
+1,229.0%
+1,656.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -4.0% | -4.2% |
| 7D | -8.1% | +1.1% | -9.2% | -8.6% |
| 30D | +6.3% | -1.0% | +7.3% | +6.6% |
| 3M | -23.6% | +0.4% | -24.0% | -24.1% |
| 6M | -24.6% | -0.8% | -23.8% | -24.7% |
| YTD | -10.3% | +15.3% | -25.6% | -16.5% |
| 1Y | +61.5% | +17.9% | +43.6% | +48.2% |
| 3Y | -34.0% | +71.9% | -105.9% | -49.5% |
| 5Y | -44.6% | +45.3% | -89.8% | -54.8% |
| 10Y | +76.1% | +113.1% | -37.0% | +16.7% |
| All | +2,885.9% | +1,229.0% | +1,656.9% | +870.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling