+10.8%
AEE vs EPAM
-10.0%
+20.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.4% |
| 7D | +0.2% | +18.5% | -18.4% | +0.9% |
| 30D | +9.7% | +44.0% | -34.3% | +11.5% |
| 3M | +5.8% | +63.0% | -57.2% | +8.2% |
| 6M | +4.5% | +67.3% | -62.8% | +6.8% |
| YTD | +15.8% | -20.5% | +36.4% | +10.9% |
| 1Y | +10.8% | -9.6% | +20.4% | +10.9% |
| All | +10.8% | -10.0% | +20.8% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling