+1,782.6%
AEIS vs EPAM
+1,058.6%
+724.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.9% | +10.0% | +7.2% |
| 7D | -11.3% | +13.4% | -24.7% | -16.0% |
| 30D | -32.6% | +47.1% | -79.7% | -41.4% |
| 3M | -39.2% | +71.2% | -110.3% | -50.1% |
| 6M | -45.4% | +48.9% | -94.3% | -54.8% |
| YTD | -5.8% | -22.2% | +16.4% | -5.2% |
| 1Y | -10.0% | -5.2% | -4.8% | -15.7% |
| 3Y | +121.2% | -34.9% | +156.1% | +126.7% |
| 5Y | +110.6% | -77.4% | +188.1% | +180.6% |
| 10Y | +326.6% | +158.1% | +168.5% | +131.0% |
| All | +1,782.6% | +1,058.6% | +724.0% | +638.0% |
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