+75.0%
EVRG vs BAM
+84.8%
-9.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | +2.5% | -2.9% | +5.3% | +2.7% |
| 30D | +8.4% | +14.7% | -6.3% | +7.1% |
| 3M | +8.6% | -4.1% | +12.7% | +8.8% |
| 6M | +7.7% | +9.6% | -1.9% | +6.5% |
| YTD | +25.0% | +3.4% | +21.5% | +24.2% |
| 1Y | +18.7% | +1.0% | +17.7% | +18.3% |
| 3Y | +102.1% | +88.2% | +13.8% | +82.2% |
| All | +75.0% | +84.8% | -9.8% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling