+355.9%
APH vs EVRG
+45.5%
+310.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | +5.0% | +1.1% | +3.9% | +4.7% |
| 30D | -3.9% | -1.0% | -2.9% | -3.6% |
| 3M | +13.0% | +0.4% | +12.6% | +12.4% |
| 6M | +25.2% | -0.8% | +26.0% | +24.8% |
| YTD | +22.9% | +15.3% | +7.6% | +16.9% |
| 1Y | +47.8% | +17.9% | +30.0% | +39.5% |
| 3Y | +283.0% | +71.9% | +211.1% | +213.0% |
| All | +355.9% | +45.5% | +310.4% | +285.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling