+325.5%
AVAV vs EVRG
+120.8%
+204.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.1% | +10.3% | +10.4% |
| 7D | -10.6% | +1.9% | -12.5% | -11.2% |
| 30D | -18.8% | +9.0% | -27.8% | -21.1% |
| 3M | -34.1% | +6.3% | -40.4% | -35.5% |
| 6M | -35.3% | +9.9% | -45.2% | -37.4% |
| YTD | -53.4% | +23.8% | -77.2% | -56.7% |
| 1Y | -65.6% | +19.9% | -85.5% | -67.7% |
| 3Y | -5.1% | +94.3% | -99.3% | -25.3% |
| 5Y | +18.5% | +64.6% | -46.1% | -1.2% |
| All | +325.5% | +120.8% | +204.7% | +224.3% |
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