+549.7%
EVRG vs ACM
+230.8%
+318.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +1.1% | -3.7% | +4.8% | +1.9% |
| 30D | -1.0% | -11.1% | +10.1% | +1.2% |
| 3M | +0.4% | -8.0% | +8.4% | +1.7% |
| 6M | -0.8% | -29.7% | +28.8% | +6.2% |
| YTD | +15.3% | -29.4% | +44.7% | +22.7% |
| 1Y | +17.9% | -46.4% | +64.3% | +33.1% |
| 3Y | +71.9% | -22.3% | +94.3% | +76.0% |
| 5Y | +45.3% | +4.5% | +40.8% | +37.3% |
| 10Y | +113.1% | +127.6% | -14.6% | +59.9% |
| All | +549.7% | +230.8% | +318.9% | +270.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling