-16.7%
AWK vs EVRG
+44.9%
-61.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.9% |
| 7D | +0.6% | +0.6% | 0.0% | +0.2% |
| 30D | +4.3% | -0.2% | +4.5% | +4.4% |
| 3M | +12.5% | -0.5% | +13.0% | +12.9% |
| 6M | +3.3% | +0.2% | +3.1% | +2.9% |
| YTD | +9.8% | +14.9% | -5.1% | -1.7% |
| 1Y | +2.9% | +18.2% | -15.3% | -10.2% |
| 3Y | +9.6% | +70.2% | -60.6% | -28.8% |
| 5Y | -16.7% | +45.3% | -62.0% | -38.9% |
| All | -16.7% | +44.9% | -61.6% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling