+315.1%
EVRG vs ALM
+7,705.7%
-7,390.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | +1.1% | -2.6% | +3.7% | +1.1% |
| 30D | -1.0% | +32.0% | -33.0% | -1.1% |
| 3M | +0.4% | -15.0% | +15.4% | +0.4% |
| 6M | -0.8% | -10.1% | +9.3% | -0.9% |
| YTD | +15.3% | +99.4% | -84.1% | +15.1% |
| 1Y | +17.9% | +316.4% | -298.5% | +17.4% |
| 3Y | +71.9% | +2,022.0% | -1,950.1% | +70.6% |
| 5Y | +45.3% | +941.2% | -895.9% | +44.2% |
| 10Y | +113.1% | +2,950.3% | -2,837.3% | +110.7% |
| All | +315.1% | +7,705.7% | -7,390.6% | +305.2% |
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