+58.0%
AEE vs EPAM
-33.7%
+91.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | 0.0% |
| 7D | +2.1% | +13.4% | -11.3% | +2.1% |
| 30D | +11.4% | +47.1% | -35.7% | +11.3% |
| 3M | +5.0% | +71.2% | -66.2% | +4.8% |
| 6M | +4.4% | +48.9% | -44.5% | +4.2% |
| YTD | +15.4% | -22.2% | +37.6% | +15.8% |
| 1Y | +13.8% | -5.2% | +18.9% | +13.4% |
| 3Y | +58.0% | -34.9% | +93.0% | +51.2% |
| All | +58.0% | -33.7% | +91.7% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling