-68.6%
AAL vs EPAM
+157.4%
-226.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.9% |
| 7D | -0.1% | +2.4% | -2.5% | -0.8% |
| 30D | +11.7% | +42.3% | -30.6% | -0.2% |
| 3M | -12.5% | +60.7% | -73.2% | -25.0% |
| 6M | +3.6% | +80.5% | -76.9% | -15.5% |
| YTD | -14.1% | -20.4% | +6.3% | -11.8% |
| 1Y | +0.8% | -9.6% | +10.4% | -0.6% |
| 3Y | +11.8% | -30.5% | +42.3% | +13.9% |
| 5Y | -35.1% | -75.7% | +40.6% | -17.5% |
| All | -68.6% | +157.4% | -226.0% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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