+6,610.0%
AXP vs EVRG
+2,068.9%
+4,541.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -2.1% | +1.1% | -3.2% | -2.6% |
| 30D | -6.5% | -1.0% | -5.5% | -6.2% |
| 3M | +4.6% | +0.4% | +4.2% | +4.2% |
| 6M | +5.4% | -0.8% | +6.3% | +5.3% |
| YTD | -11.1% | +15.3% | -26.5% | -17.7% |
| 1Y | -0.3% | +17.9% | -18.2% | -8.8% |
| 3Y | +111.6% | +71.9% | +39.6% | +59.1% |
| 5Y | +117.6% | +45.3% | +72.3% | +75.2% |
| 10Y | +474.1% | +113.1% | +361.1% | +276.8% |
| All | +6,610.0% | +2,068.9% | +4,541.1% | +1,397.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling