-18.4%
APTV vs EVRG
+113.9%
-132.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -6.1% | -1.2% | -4.8% | -5.7% |
| 3M | -33.0% | -0.6% | -32.4% | -33.0% |
| 6M | -35.2% | +2.4% | -37.7% | -36.1% |
| YTD | -40.1% | +15.5% | -55.6% | -43.5% |
| 1Y | -45.6% | +16.8% | -62.4% | -48.9% |
| 3Y | -54.4% | +75.0% | -129.4% | -63.3% |
| 5Y | -68.9% | +49.3% | -118.2% | -73.7% |
| All | -18.4% | +113.9% | -132.4% | -33.8% |
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