+508.8%
AVAV vs EVRG
+114.7%
+394.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.6% |
| 7D | +3.2% | +0.9% | +2.3% | +2.9% |
| 30D | -20.3% | -0.5% | -19.8% | -20.2% |
| 3M | -19.4% | +1.5% | -21.0% | -19.9% |
| 6M | -35.3% | +1.2% | -36.4% | -35.7% |
| YTD | -38.5% | +16.3% | -54.8% | -41.7% |
| 1Y | -37.2% | +20.3% | -57.5% | -41.1% |
| 3Y | +31.1% | +72.3% | -41.2% | +7.4% |
| 5Y | +41.0% | +46.7% | -5.7% | +21.7% |
| 10Y | +508.8% | +113.8% | +395.0% | +351.3% |
| All | +508.8% | +114.7% | +394.1% | +351.3% |
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