+35.4%
EIX vs EVRG
+123.3%
-87.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -1.5% | +1.0% | -2.4% | -2.1% |
| 30D | +8.1% | +7.5% | +0.7% | +2.7% |
| 3M | -12.1% | +6.8% | -19.0% | -16.1% |
| 6M | -13.4% | +7.7% | -21.2% | -17.8% |
| YTD | +5.6% | +24.9% | -19.3% | -9.4% |
| 1Y | +7.8% | +18.1% | -10.3% | -3.9% |
| 3Y | +9.8% | +101.9% | -92.1% | -32.7% |
| 5Y | +18.8% | +67.0% | -48.1% | -17.2% |
| All | +35.4% | +123.3% | -87.9% | -22.4% |
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 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