+185.7%
AEE vs EPAM
+65.2%
+120.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.4% | +1.1% |
| 7D | +1.3% | -0.9% | +2.2% | +1.4% |
| 30D | -1.2% | +18.4% | -19.6% | -2.7% |
| 3M | +1.0% | +19.2% | -18.2% | -0.9% |
| 6M | -2.3% | -21.0% | +18.7% | -0.9% |
| YTD | +9.1% | -43.7% | +52.9% | +13.6% |
| 1Y | +10.6% | -29.9% | +40.4% | +12.5% |
| 3Y | +48.5% | -56.5% | +105.0% | +55.6% |
| 5Y | +39.9% | -81.7% | +121.5% | +59.5% |
| 10Y | +185.7% | +64.5% | +121.2% | +122.9% |
| All | +185.7% | +65.2% | +120.5% | +122.9% |
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