+446.8%
AEE vs EPAM
+751.2%
-304.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.4% | +0.2% |
| 7D | +0.3% | +2.0% | -1.6% | +0.2% |
| 30D | -2.3% | +6.5% | -8.8% | -2.9% |
| 3M | +0.2% | +19.9% | -19.7% | -1.6% |
| 6M | -4.7% | -16.9% | +12.2% | -3.9% |
| YTD | +8.1% | -42.9% | +51.0% | +12.0% |
| 1Y | +8.5% | -30.4% | +38.9% | +10.3% |
| 3Y | +48.9% | -54.7% | +103.6% | +54.7% |
| 5Y | +39.9% | -81.8% | +121.7% | +54.0% |
| 10Y | +186.5% | +65.5% | +121.1% | +145.0% |
| All | +446.8% | +751.2% | -304.4% | +336.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling