+349.8%
AEIS vs EPAM
+163.7%
+186.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -1.6% | +12.9% | +11.8% |
| 7D | +1.0% | +9.1% | -8.1% | -3.4% |
| 30D | -24.0% | +38.5% | -62.5% | -33.1% |
| 3M | -32.5% | +61.0% | -93.5% | -44.2% |
| 6M | -38.6% | +58.0% | -96.6% | -50.8% |
| YTD | +4.8% | -23.5% | +28.3% | +6.9% |
| 1Y | +1.3% | -10.5% | +11.9% | -3.0% |
| 3Y | +159.2% | -33.8% | +193.1% | +165.2% |
| 5Y | +140.8% | -78.1% | +218.9% | +264.2% |
| 10Y | +349.8% | +157.7% | +192.1% | +29.9% |
| All | +349.8% | +163.7% | +186.1% | +29.9% |
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 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