+270.3%
ALLE vs EVRG
+303.2%
-32.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -0.2% | +1.1% | -1.3% | -0.8% |
| 30D | -6.8% | -1.0% | -5.8% | -6.4% |
| 3M | +21.0% | +0.4% | +20.6% | +20.7% |
| 6M | +1.1% | -0.8% | +1.9% | +1.3% |
| YTD | -0.5% | +15.3% | -15.9% | -7.1% |
| 1Y | -7.3% | +17.9% | -25.1% | -14.3% |
| 3Y | +42.3% | +71.9% | -29.7% | +9.8% |
| 5Y | +13.5% | +45.3% | -31.8% | -6.2% |
| 10Y | +144.0% | +113.1% | +31.0% | +73.6% |
| All | +270.3% | +303.2% | -32.9% | +110.1% |
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