+428.4%
AXP vs EVRG
+123.0%
+305.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -0.6% | +3.5% | -4.1% | -2.3% |
| 30D | +5.0% | +9.2% | -4.3% | +0.4% |
| 3M | -4.2% | +8.6% | -12.9% | -8.3% |
| 6M | +2.9% | +10.0% | -7.0% | -2.3% |
| YTD | -11.6% | +25.1% | -36.7% | -22.0% |
| 1Y | -11.1% | +19.5% | -30.6% | -19.7% |
| 3Y | +116.7% | +102.3% | +14.4% | +45.3% |
| 5Y | +89.6% | +66.8% | +22.8% | +39.1% |
| 10Y | +428.4% | +125.0% | +303.4% | +248.1% |
| All | +428.4% | +123.0% | +305.4% | +248.1% |
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 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