-65.5%
AAL vs EPAM
+168.6%
-234.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.0% | -1.6% |
| 7D | +10.1% | +18.8% | -8.7% | +3.7% |
| 30D | +10.6% | +44.9% | -34.4% | -1.7% |
| 3M | -5.9% | +68.6% | -74.5% | -20.4% |
| 6M | +5.7% | +65.4% | -59.7% | -11.5% |
| YTD | -8.0% | -19.9% | +11.9% | -5.7% |
| 1Y | +6.0% | -10.0% | +16.0% | +4.8% |
| 3Y | +19.6% | -30.3% | +49.8% | +21.8% |
| 5Y | -34.6% | -75.7% | +41.1% | -16.8% |
| 10Y | -65.5% | +167.2% | -232.7% | -83.4% |
| All | -65.5% | +168.6% | -234.1% | -83.4% |
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