+2,584.3%
AEIS vs EPAM
+751.2%
+1,833.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +3.1% |
| 7D | +3.0% | +2.0% | +1.0% | +2.3% |
| 30D | -14.6% | +6.5% | -21.2% | -17.1% |
| 3M | -12.4% | +19.9% | -32.4% | -19.9% |
| 6M | -15.0% | -16.9% | +2.0% | -13.3% |
| YTD | +34.3% | -42.9% | +77.2% | +52.6% |
| 1Y | +87.4% | -30.4% | +117.7% | +97.3% |
| 3Y | +139.8% | -54.7% | +194.5% | +182.4% |
| 5Y | +220.7% | -81.8% | +302.5% | +361.0% |
| 10Y | +531.6% | +65.5% | +466.1% | +299.2% |
| All | +2,584.3% | +751.2% | +1,833.1% | +1,087.8% |
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