+210.2%
AEE vs EPAM
+163.7%
+46.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.2% |
| 7D | +2.3% | +9.1% | -6.7% | +1.5% |
| 30D | +11.6% | +38.5% | -26.9% | +8.4% |
| 3M | +5.5% | +61.0% | -55.5% | +1.1% |
| 6M | +6.0% | +58.0% | -52.0% | +1.3% |
| YTD | +16.6% | -23.5% | +40.0% | +18.1% |
| 1Y | +12.1% | -10.5% | +22.6% | +11.7% |
| 3Y | +64.2% | -33.8% | +98.1% | +65.4% |
| 5Y | +59.1% | -78.1% | +137.2% | +82.4% |
| 10Y | +210.2% | +157.7% | +52.5% | +133.4% |
| All | +210.2% | +163.7% | +46.5% | +133.4% |
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