+70.8%
EVRG vs ALC
-13.8%
+84.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | +1.1% | -2.1% | +3.2% | +1.4% |
| 30D | -1.0% | -0.1% | -0.9% | -1.1% |
| 3M | +0.4% | +5.9% | -5.5% | -0.6% |
| 6M | -0.8% | -15.9% | +15.1% | +1.3% |
| YTD | +15.3% | -10.1% | +25.4% | +16.5% |
| 1Y | +17.9% | -10.2% | +28.1% | +19.0% |
| All | +70.8% | -13.8% | +84.7% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling