+50.7%
AAL vs EPAM
+1,105.1%
-1,054.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +20.6% | -25.8% | -10.4% |
| 7D | +1.2% | +23.0% | -21.8% | -5.0% |
| 30D | -0.5% | +51.6% | -52.1% | -11.6% |
| 3M | -22.0% | +50.8% | -72.8% | -31.1% |
| 6M | +4.5% | +51.1% | -46.6% | -8.8% |
| YTD | -15.7% | -19.1% | +3.5% | -14.0% |
| 1Y | -3.7% | +3.0% | -6.6% | -8.2% |
| 3Y | +7.9% | -31.2% | +39.1% | +10.4% |
| 5Y | -40.7% | -76.5% | +35.8% | -27.3% |
| 10Y | -66.3% | +168.4% | -234.8% | -78.1% |
| All | +50.7% | +1,105.1% | -1,054.4% | -24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling