-40.8%
AAL vs EPAM
-77.4%
+36.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.8% | +2.9% |
| 7D | +4.6% | +13.4% | -8.8% | +0.6% |
| 30D | +2.6% | +47.1% | -44.5% | -7.9% |
| 3M | -17.8% | +71.2% | -89.0% | -29.3% |
| 6M | +1.9% | +48.9% | -47.1% | -10.4% |
| YTD | -14.0% | -22.2% | +8.2% | -11.0% |
| 1Y | +0.2% | -5.2% | +5.4% | -1.9% |
| 3Y | +13.0% | -34.9% | +48.0% | +16.9% |
| All | -40.8% | -77.4% | +36.7% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling