+33.9%
ALNY vs EVRG
+48.0%
-14.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -6.5% | +0.1% | -6.6% | -6.6% |
| 30D | +11.0% | -1.2% | +12.3% | +11.4% |
| 3M | -14.1% | -0.6% | -13.5% | -13.9% |
| 6M | -22.4% | +2.4% | -24.8% | -23.2% |
| YTD | -37.5% | +15.5% | -52.9% | -41.0% |
| 1Y | -46.9% | +16.8% | -63.8% | -50.4% |
| 3Y | +22.1% | +75.0% | -52.9% | -1.5% |
| All | +33.9% | +48.0% | -14.2% | +16.7% |
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