-1.5%
AS vs EVRG
+19.2%
-20.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -4.9% | +1.4% | -6.3% | -4.8% |
| 30D | +3.9% | +7.4% | -3.5% | +4.1% |
| 3M | -9.6% | +7.2% | -16.8% | -9.4% |
| 6M | -8.7% | +9.5% | -18.1% | -8.5% |
| YTD | -19.8% | +25.6% | -45.4% | -16.9% |
| 1Y | -1.5% | +20.4% | -21.9% | +3.1% |
| All | -1.5% | +19.2% | -20.8% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling