+1,062.4%
APH vs EVRG
+111.7%
+950.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +1.6% | +0.6% | +1.1% | +1.4% |
| 30D | -3.0% | -0.2% | -2.8% | -2.9% |
| 3M | +5.7% | -0.5% | +6.2% | +5.5% |
| 6M | +20.0% | +0.2% | +19.8% | +19.3% |
| YTD | +20.8% | +14.9% | +5.9% | +14.2% |
| 1Y | +40.2% | +18.2% | +22.0% | +31.0% |
| 3Y | +288.1% | +70.2% | +217.9% | +211.8% |
| 5Y | +352.5% | +45.3% | +307.2% | +284.3% |
| 10Y | +1,062.4% | +112.4% | +950.0% | +773.2% |
| All | +1,062.4% | +111.7% | +950.7% | +773.2% |
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