+205.1%
AEP vs EPAM
+165.6%
+39.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | +0.7% | +18.5% | -17.8% | -0.2% |
| 30D | +4.8% | +44.0% | -39.2% | +2.7% |
| 3M | +5.4% | +63.0% | -57.6% | +2.5% |
| 6M | +0.4% | +67.3% | -66.9% | -2.8% |
| YTD | +15.5% | -20.5% | +36.0% | +16.3% |
| 1Y | +8.5% | -9.6% | +18.1% | +8.3% |
| 3Y | +84.6% | -30.8% | +115.4% | +85.2% |
| 5Y | +86.9% | -75.6% | +162.5% | +103.9% |
| 10Y | +205.1% | +159.6% | +45.6% | +140.1% |
| All | +205.1% | +165.6% | +39.5% | +140.1% |
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