+2,150.3%
ALB vs EVRG
+1,338.7%
+811.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -3.6% | +1.0% | -4.6% | -4.0% |
| 30D | -2.9% | +7.5% | -10.3% | -6.1% |
| 3M | -25.8% | +6.8% | -32.7% | -28.2% |
| 6M | -53.6% | +7.7% | -61.3% | -55.4% |
| YTD | -32.4% | +24.9% | -57.2% | -39.3% |
| 1Y | -13.0% | +18.1% | -31.1% | -20.1% |
| 3Y | -15.0% | +101.9% | -116.9% | -39.6% |
| 5Y | -63.5% | +67.0% | -130.5% | -72.1% |
| 10Y | +34.7% | +123.3% | -88.6% | -12.7% |
| All | +2,150.3% | +1,338.7% | +811.6% | +604.9% |
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