+1,164.6%
ARES vs EVRG
+258.6%
+906.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -1.7% | +1.1% | -2.8% | -2.1% |
| 30D | +0.3% | -1.0% | +1.3% | +0.6% |
| 3M | +8.5% | +0.4% | +8.1% | +8.0% |
| 6M | +23.5% | -0.8% | +24.3% | +23.2% |
| YTD | -11.2% | +15.3% | -26.6% | -16.8% |
| 1Y | -19.3% | +17.9% | -37.2% | -25.1% |
| 3Y | +48.7% | +71.9% | -23.3% | +17.2% |
| 5Y | +106.5% | +45.3% | +61.3% | +73.7% |
| 10Y | +1,055.3% | +113.1% | +942.3% | +768.0% |
| All | +1,164.6% | +258.6% | +906.0% | +860.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling