+154.8%
AEIS vs EPAM
-75.8%
+230.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +23.2% | -1.1% | +24.4% | +23.3% |
| 30D | -17.0% | +41.8% | -58.8% | -22.6% |
| 3M | -32.2% | +63.4% | -95.5% | -38.8% |
| 6M | -32.6% | +72.2% | -104.8% | -41.1% |
| YTD | +9.4% | -20.0% | +29.4% | +13.2% |
| 1Y | +7.7% | -9.0% | +16.7% | +7.6% |
| 3Y | +157.9% | -30.4% | +188.3% | +166.9% |
| 5Y | +154.8% | -75.6% | +230.4% | +203.4% |
| All | +154.8% | -75.8% | +230.5% | +203.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling