-3.7%
APA vs EVRG
+113.9%
-117.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +4.6% | +0.1% | +4.5% | +4.5% |
| 30D | +11.9% | -1.2% | +13.1% | +12.5% |
| 3M | +22.5% | -0.6% | +23.1% | +22.6% |
| 6M | +37.5% | +2.4% | +35.1% | +34.9% |
| YTD | +87.2% | +15.5% | +71.7% | +72.6% |
| 1Y | +101.4% | +16.8% | +84.6% | +84.1% |
| 3Y | +16.9% | +75.0% | -58.1% | -14.9% |
| 5Y | +178.4% | +49.3% | +129.1% | +117.4% |
| All | -3.7% | +113.9% | -117.6% | -26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling