+216.4%
AEE vs EPAM
+165.6%
+50.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.3% |
| 7D | +0.2% | +18.5% | -18.4% | -1.3% |
| 30D | +9.7% | +44.0% | -34.3% | +6.3% |
| 3M | +5.8% | +63.0% | -57.2% | +1.3% |
| 6M | +4.5% | +67.3% | -62.8% | -0.7% |
| YTD | +15.8% | -20.5% | +36.4% | +16.9% |
| 1Y | +10.8% | -9.6% | +20.4% | +10.4% |
| 3Y | +62.8% | -30.8% | +93.6% | +63.3% |
| 5Y | +56.1% | -75.6% | +131.7% | +75.6% |
| 10Y | +216.4% | +159.6% | +56.9% | +135.3% |
| All | +216.4% | +165.6% | +50.8% | +135.3% |
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