+297.0%
EVRG vs ALLY
+124.8%
+172.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +1.1% | +3.7% | -2.6% | +0.5% |
| 30D | -1.0% | -2.3% | +1.2% | -0.7% |
| 3M | +0.4% | +3.8% | -3.4% | -0.4% |
| 6M | -0.8% | +9.7% | -10.6% | -2.7% |
| YTD | +15.3% | -1.4% | +16.8% | +15.0% |
| 1Y | +17.9% | +8.2% | +9.6% | +15.4% |
| 3Y | +71.9% | +66.5% | +5.5% | +52.1% |
| 5Y | +45.3% | +1.2% | +44.1% | +37.3% |
| 10Y | +113.1% | +191.4% | -78.4% | +50.1% |
| All | +297.0% | +124.8% | +172.2% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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