+100.9%
EVRG vs ABCL
-79.6%
+180.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +3.5% | +2.3% | +1.2% | +3.5% |
| 30D | +9.2% | -0.7% | +9.9% | +9.2% |
| 3M | +8.6% | +33.4% | -24.8% | +8.0% |
| 6M | +10.0% | +137.8% | -127.8% | +8.0% |
| YTD | +25.1% | +264.3% | -239.2% | +21.6% |
| 1Y | +19.5% | +209.2% | -189.7% | +16.6% |
| 3Y | +102.3% | +208.4% | -106.1% | +95.6% |
| 5Y | +66.8% | -11.9% | +78.7% | +61.3% |
| All | +100.9% | -79.6% | +180.5% | +98.9% |
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