+193.1%
APD vs EVRG
+124.6%
+68.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +3.8% | +1.4% | +2.4% | +3.2% |
| 30D | +8.2% | +7.4% | +0.8% | +4.6% |
| 3M | +4.3% | +7.2% | -2.9% | +0.8% |
| 6M | +4.7% | +9.5% | -4.8% | 0.0% |
| YTD | +31.5% | +25.6% | +6.0% | +17.2% |
| 1Y | +23.5% | +20.3% | +3.2% | +12.3% |
| 3Y | +29.1% | +108.8% | -79.7% | -11.1% |
| 5Y | +15.9% | +67.9% | -52.1% | -12.3% |
| All | +193.1% | +124.6% | +68.5% | +93.8% |
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