+288.6%
AZO vs EVRG
+113.9%
+174.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -5.6% | -1.2% | -4.3% | -5.1% |
| 3M | -6.6% | -0.6% | -6.0% | -6.4% |
| 6M | -22.5% | +2.4% | -24.9% | -23.4% |
| YTD | -15.2% | +15.5% | -30.6% | -20.2% |
| 1Y | -33.9% | +16.8% | -50.8% | -38.2% |
| 3Y | +11.8% | +75.0% | -63.2% | -12.3% |
| 5Y | +85.5% | +49.3% | +36.2% | +53.9% |
| All | +288.6% | +113.9% | +174.6% | +182.2% |
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