+746.1%
AU vs EVRG
+704.4%
+41.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | -7.0% | -0.7% | -6.3% | -6.8% |
| 30D | +7.3% | 0.0% | +7.3% | +7.2% |
| 3M | +33.2% | -1.0% | +34.2% | +33.3% |
| 6M | -0.6% | +1.0% | -1.6% | -1.0% |
| YTD | +26.2% | +15.1% | +11.1% | +21.1% |
| 1Y | +68.3% | +17.6% | +50.7% | +60.7% |
| 3Y | +592.1% | +70.5% | +521.6% | +498.1% |
| 5Y | +685.3% | +48.9% | +636.4% | +600.9% |
| 10Y | +682.5% | +112.8% | +569.8% | +512.1% |
| All | +746.1% | +704.4% | +41.7% | +374.4% |
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