-34.6%
AAL vs EPAM
-76.7%
+42.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.0% | -1.5% |
| 7D | +10.1% | +18.8% | -8.7% | +4.6% |
| 30D | +10.6% | +44.9% | -34.4% | -0.3% |
| 3M | -5.9% | +68.6% | -74.5% | -18.7% |
| 6M | +5.7% | +65.4% | -59.7% | -9.5% |
| YTD | -8.0% | -19.9% | +11.9% | -5.5% |
| 1Y | +6.0% | -10.0% | +16.0% | +5.3% |
| 3Y | +19.6% | -30.3% | +49.8% | +21.5% |
| 5Y | -34.6% | -75.7% | +41.1% | -27.2% |
| All | -34.6% | -76.7% | +42.1% | -27.2% |
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