+2,176.8%
ALB vs EVRG
+1,339.8%
+837.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.2% |
| 3M | -25.6% | +8.6% | -34.2% | -28.5% |
| 6M | -54.0% | +7.7% | -61.7% | -55.8% |
| YTD | -31.6% | +25.0% | -56.5% | -38.7% |
| 1Y | -6.6% | +18.7% | -25.3% | -14.3% |
| 3Y | -14.0% | +102.1% | -116.1% | -38.9% |
| 5Y | -62.5% | +66.8% | -129.4% | -71.3% |
| 10Y | +36.3% | +123.5% | -87.2% | -11.7% |
| All | +2,176.8% | +1,339.8% | +837.1% | +613.0% |
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 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