+349.4%
EVRG vs ALM
+3,289.7%
-2,940.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | -0.1% |
| 7D | +1.0% | -4.0% | +5.0% | +1.0% |
| 30D | +7.5% | -30.5% | +38.0% | +7.5% |
| 3M | +6.8% | -46.9% | +53.7% | +6.9% |
| 6M | +7.7% | -65.5% | +73.3% | +7.9% |
| YTD | +24.9% | -13.4% | +38.3% | +24.8% |
| 1Y | +18.1% | +9.8% | +8.3% | +18.0% |
| 3Y | +101.9% | +783.1% | -681.2% | +100.7% |
| 5Y | +67.0% | +378.3% | -311.3% | +66.0% |
| 10Y | +123.3% | +1,942.8% | -1,819.5% | +121.1% |
| All | +349.4% | +3,289.7% | -2,940.4% | +339.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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