+41.1%
AR vs EVRG
+113.2%
-72.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -1.3% | -0.7% | -0.6% | -1.1% |
| 30D | +3.5% | 0.0% | +3.5% | +3.5% |
| 3M | +9.9% | -1.0% | +10.9% | +10.2% |
| 6M | +4.5% | +1.0% | +3.6% | +3.7% |
| YTD | +13.7% | +15.1% | -1.4% | +6.9% |
| 1Y | +19.2% | +17.6% | +1.7% | +11.1% |
| 3Y | +46.2% | +70.5% | -24.3% | +16.8% |
| 5Y | +145.9% | +48.9% | +97.0% | +106.8% |
| All | +41.1% | +113.2% | -72.1% | +1.5% |
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 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