+85.9%
AXP vs EVRG
+65.8%
+20.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -2.1% | +1.0% | -3.1% | -2.4% |
| 30D | +2.7% | +7.5% | -4.8% | +0.6% |
| 3M | -7.3% | +6.8% | -14.1% | -9.1% |
| 6M | +1.8% | +7.7% | -6.0% | -0.6% |
| YTD | -13.1% | +24.9% | -37.9% | -19.4% |
| 1Y | -13.7% | +18.1% | -31.8% | -18.5% |
| 3Y | +113.1% | +101.9% | +11.2% | +64.1% |
| 5Y | +85.9% | +67.0% | +18.9% | +52.4% |
| All | +85.9% | +65.8% | +20.1% | +52.4% |
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 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