+112.4%
EVRG vs ACM
+124.8%
-12.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | -0.6% |
| 7D | +0.6% | -3.7% | +4.2% | +1.3% |
| 30D | -0.2% | -12.7% | +12.4% | +2.3% |
| 3M | -0.5% | -9.8% | +9.3% | +1.2% |
| 6M | +0.2% | -31.4% | +31.6% | +7.6% |
| YTD | +14.9% | -32.1% | +47.0% | +23.0% |
| 1Y | +18.2% | -47.8% | +66.0% | +34.1% |
| 3Y | +70.2% | -22.1% | +92.3% | +72.6% |
| 5Y | +45.3% | +1.8% | +43.5% | +36.5% |
| 10Y | +112.4% | +132.5% | -20.1% | +66.6% |
| All | +112.4% | +124.8% | -12.3% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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