+123.5%
EVRG vs ACM
+130.8%
-7.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +2.5% | +3.0% | -0.5% | +1.8% |
| 30D | +8.4% | +19.7% | -11.3% | +4.3% |
| 3M | +8.6% | +5.3% | +3.3% | +7.0% |
| 6M | +7.7% | -10.8% | +18.4% | +9.4% |
| YTD | +25.0% | -25.1% | +50.0% | +31.0% |
| 1Y | +18.7% | -45.8% | +64.5% | +34.3% |
| 3Y | +102.1% | -9.4% | +111.4% | +97.9% |
| 5Y | +66.8% | +4.8% | +62.1% | +55.8% |
| 10Y | +123.5% | +129.8% | -6.3% | +69.1% |
| All | +123.5% | +130.8% | -7.3% | +69.1% |
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