+86.9%
EVRG vs ABCL
-81.2%
+168.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +0.9% | +1.4% | -0.5% | +0.9% |
| 30D | -0.5% | +65.1% | -65.6% | -1.4% |
| 3M | +1.5% | +111.1% | -109.6% | +0.1% |
| 6M | +1.2% | +231.6% | -230.4% | -1.3% |
| YTD | +16.3% | +234.5% | -218.2% | +13.3% |
| 1Y | +20.3% | +174.3% | -154.1% | +17.5% |
| 3Y | +72.3% | +111.5% | -39.1% | +67.3% |
| 5Y | +46.7% | -37.3% | +84.0% | +41.8% |
| All | +86.9% | -81.2% | +168.1% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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