+87.2%
AEIS vs EPAM
-32.1%
+119.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +2.5% |
| 7D | +8.1% | -0.9% | +9.0% | +7.9% |
| 30D | -11.1% | +18.4% | -29.5% | -7.7% |
| 3M | -5.6% | +19.2% | -24.9% | +2.0% |
| 6M | -0.6% | -21.0% | +20.3% | +7.1% |
| YTD | +38.0% | -43.7% | +81.8% | +50.8% |
| 1Y | +87.2% | -29.9% | +117.1% | +90.7% |
| All | +87.2% | -32.1% | +119.3% | +90.7% |
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