-11.1%
AXP vs EVRG
+20.4%
-31.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.2% |
| 7D | -0.6% | +3.5% | -4.1% | -0.2% |
| 30D | +5.0% | +9.2% | -4.3% | +6.3% |
| 3M | -4.2% | +8.6% | -12.9% | -3.1% |
| 6M | +2.9% | +10.0% | -7.0% | +4.7% |
| YTD | -11.6% | +25.1% | -36.7% | -9.6% |
| 1Y | -11.1% | +19.5% | -30.6% | -8.4% |
| All | -11.1% | +20.4% | -31.5% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling