+951.3%
APH vs EVRG
+122.0%
+829.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.5% | +7.7% | +8.0% |
| 7D | +1.1% | +1.7% | -0.6% | +0.5% |
| 30D | -7.5% | +8.7% | -16.2% | -10.3% |
| 3M | -4.4% | +6.4% | -10.8% | -6.7% |
| 6M | +26.5% | +9.4% | +17.1% | +21.8% |
| YTD | +20.0% | +24.5% | -4.4% | +10.2% |
| 1Y | +16.9% | +20.5% | -3.6% | +8.5% |
| 3Y | +288.5% | +101.6% | +186.9% | +192.7% |
| 5Y | +310.3% | +67.5% | +242.8% | +230.6% |
| 10Y | +951.3% | +122.3% | +829.0% | +680.0% |
| All | +951.3% | +122.0% | +829.3% | +680.0% |
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