+871.6%
APH vs EVRG
+120.8%
+750.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | -5.9% | +1.9% | -7.8% | -6.6% |
| 30D | -14.8% | +9.0% | -23.8% | -17.5% |
| 3M | -12.4% | +6.3% | -18.8% | -14.5% |
| 6M | +8.1% | +9.9% | -1.8% | +3.9% |
| YTD | +10.9% | +23.8% | -12.9% | +2.0% |
| 1Y | +8.8% | +19.9% | -11.1% | +1.1% |
| 3Y | +262.1% | +94.3% | +167.8% | +176.7% |
| 5Y | +283.1% | +64.6% | +218.5% | +210.6% |
| All | +871.6% | +120.8% | +750.7% | +622.0% |
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 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