+46.7%
EVRG vs ALC
-15.6%
+62.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.2% |
| 7D | +0.9% | -3.7% | +4.5% | +1.6% |
| 30D | -0.5% | -3.7% | +3.2% | +0.1% |
| 3M | +1.5% | +4.6% | -3.0% | +0.5% |
| 6M | +1.2% | -14.6% | +15.8% | +3.7% |
| YTD | +16.3% | -11.9% | +28.2% | +18.3% |
| 1Y | +20.3% | -13.1% | +33.4% | +22.5% |
| 3Y | +72.3% | -15.0% | +87.3% | +73.5% |
| 5Y | +46.7% | -16.2% | +62.9% | +39.8% |
| All | +46.7% | -15.6% | +62.3% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling